-84.0%
TTD vs WDAY
-25.5%
-58.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.6% | -7.4% | +2.8% | -1.2% |
| 30D | +3.7% | +1.0% | +2.6% | +2.7% |
| 3M | -30.2% | +32.7% | -62.9% | -40.2% |
| 6M | -51.4% | +25.6% | -77.0% | -57.6% |
| YTD | -63.4% | -13.4% | -50.1% | -62.6% |
| 1Y | -73.5% | -19.4% | -54.1% | -72.2% |
| All | -84.0% | -25.5% | -58.4% | -84.0% |
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 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