+123.9%
WDAY vs TAP
-49.5%
+173.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -4.0% | -7.8% | +3.8% | -2.3% |
| 30D | +1.9% | +7.1% | -5.2% | +0.4% |
| 3M | +5.9% | -7.0% | +12.9% | +7.5% |
| 6M | +48.8% | -3.8% | +52.6% | +50.1% |
| YTD | -11.4% | -11.7% | +0.3% | -9.5% |
| 1Y | -15.5% | -10.1% | -5.4% | -14.1% |
| 3Y | -15.6% | -23.7% | +8.1% | -12.1% |
| 5Y | -35.2% | +2.9% | -38.1% | -36.8% |
| 10Y | +123.9% | -49.5% | +173.3% | +144.2% |
| All | +123.9% | -49.5% | +173.4% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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