+9.4%
TMO vs WDAY
-31.0%
+40.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -2.5% | -10.5% | +8.1% | -0.2% |
| 30D | -0.3% | +2.1% | -2.4% | -1.3% |
| 3M | +25.3% | +34.6% | -9.4% | +15.6% |
| 6M | +20.9% | +29.9% | -9.0% | +11.6% |
| YTD | +4.3% | -13.8% | +18.1% | +6.1% |
| 1Y | +27.0% | -18.3% | +45.3% | +30.1% |
| 3Y | +17.5% | -26.2% | +43.7% | +19.7% |
| All | +9.4% | -31.0% | +40.4% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling