+396.0%
TTD vs WDAY
+112.9%
+283.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -1.4% | +16.9% | +16.5% |
| 7D | +19.0% | -4.0% | +23.0% | +22.4% |
| 30D | +23.6% | +1.9% | +21.7% | +21.4% |
| 3M | +8.2% | +5.9% | +2.3% | +1.3% |
| 6M | -35.3% | +48.8% | -84.1% | -55.4% |
| YTD | -60.7% | -11.4% | -49.2% | -59.9% |
| 1Y | -65.3% | -15.5% | -49.8% | -63.5% |
| 3Y | -80.6% | -15.6% | -64.9% | -81.6% |
| 5Y | -84.6% | -35.2% | -49.4% | -81.6% |
| 10Y | +550.5% | +123.9% | +426.7% | +273.9% |
| All | +396.0% | +112.9% | +283.2% | +216.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling