+981.4%
TMO vs WDAY
+287.2%
+694.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -0.5% | -7.4% | +6.9% | +1.2% |
| 30D | +1.0% | +1.0% | 0.0% | +0.2% |
| 3M | +22.7% | +32.7% | -10.0% | +13.7% |
| 6M | +19.0% | +25.6% | -6.6% | +10.7% |
| YTD | +4.7% | -13.4% | +18.1% | +5.6% |
| 1Y | +26.0% | -19.4% | +45.4% | +28.5% |
| 3Y | +18.0% | -25.8% | +43.8% | +19.7% |
| 5Y | +8.0% | -31.1% | +39.1% | +8.1% |
| 10Y | +333.8% | +113.3% | +220.5% | +231.4% |
| All | +981.4% | +287.2% | +694.2% | +720.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling