+100.1%
TQQQ vs WDAY
-31.0%
+131.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.9% |
| 7D | -3.9% | -10.5% | +6.6% | +4.3% |
| 30D | -5.3% | +2.1% | -7.4% | -9.5% |
| 3M | +0.1% | +34.6% | -34.5% | -29.4% |
| 6M | +40.7% | +29.9% | +10.8% | -4.3% |
| YTD | +31.8% | -13.8% | +45.6% | +34.3% |
| 1Y | +48.2% | -18.3% | +66.5% | +56.2% |
| 3Y | +253.6% | -26.2% | +279.8% | +287.2% |
| All | +100.1% | -31.0% | +131.0% | +172.0% |
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 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