-80.0%
TTD vs WDAY
-28.8%
-51.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.4% | +1.0% | -0.6% |
| 7D | +6.3% | -4.4% | +10.7% | +9.7% |
| 30D | -23.9% | +14.7% | -38.6% | -32.7% |
| 3M | -31.4% | +32.4% | -63.8% | -46.1% |
| 6M | -42.7% | +36.9% | -79.5% | -56.7% |
| YTD | -62.0% | -8.8% | -53.1% | -61.1% |
| 1Y | -72.2% | -15.3% | -56.9% | -70.2% |
| 3Y | -81.9% | -21.2% | -60.7% | -81.8% |
| All | -80.0% | -28.8% | -51.2% | -73.8% |
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