+361.1%
TTD vs WDAY
+108.2%
+252.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.6% | -7.4% | +2.8% | +1.0% |
| 30D | +3.7% | +1.0% | +2.6% | +1.5% |
| 3M | -30.2% | +32.7% | -62.9% | -46.4% |
| 6M | -51.4% | +25.6% | -77.0% | -61.8% |
| YTD | -63.4% | -13.4% | -50.1% | -61.8% |
| 1Y | -73.5% | -19.4% | -54.1% | -71.0% |
| 3Y | -83.5% | -25.8% | -57.7% | -82.5% |
| 5Y | -80.9% | -31.1% | -49.8% | -78.1% |
| All | +361.1% | +108.2% | +252.9% | +201.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling