+242.0%
TQQQ vs WDAY
-25.9%
+267.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -3.9% | -10.5% | +6.6% | 0.0% |
| 30D | -5.3% | +2.1% | -7.4% | -7.0% |
| 3M | +0.1% | +34.6% | -34.5% | -14.6% |
| 6M | +40.7% | +29.9% | +10.8% | +19.5% |
| YTD | +31.8% | -13.8% | +45.6% | +49.7% |
| 1Y | +48.2% | -18.3% | +66.5% | +73.1% |
| All | +242.0% | -25.9% | +267.9% | +312.2% |
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