+19.6%
TMO vs WDAY
-25.7%
+45.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -0.6% | -5.2% | +4.5% | +0.1% |
| 30D | +1.1% | +5.9% | -4.8% | 0.0% |
| 3M | +28.3% | +42.3% | -13.9% | +20.8% |
| 6M | +23.3% | +34.7% | -11.5% | +16.3% |
| YTD | +5.5% | -13.5% | +19.0% | +6.2% |
| 1Y | +24.5% | -18.1% | +42.6% | +26.0% |
| 3Y | +19.6% | -26.4% | +45.9% | +15.6% |
| All | +19.6% | -25.7% | +45.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WDAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling