-19.4%
WDAY vs TAP
-19.6%
+0.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -7.4% | -5.1% | -2.3% | -5.8% |
| 30D | +1.0% | -8.4% | +9.5% | +3.8% |
| 3M | +32.7% | -3.9% | +36.6% | +35.1% |
| 6M | +25.6% | -14.4% | +40.0% | +27.8% |
| YTD | -13.4% | -14.7% | +1.4% | -11.5% |
| 1Y | -19.4% | -18.7% | -0.7% | -20.2% |
| All | -19.4% | -19.6% | +0.3% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling