-28.6%
WDAY vs TAP
+2.2%
-30.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | -4.4% | -2.3% | -2.0% | -3.8% |
| 30D | +14.7% | -2.1% | +16.9% | +15.4% |
| 3M | +32.4% | +6.6% | +25.8% | +31.1% |
| 6M | +36.9% | -11.5% | +48.4% | +40.3% |
| YTD | -8.8% | -10.3% | +1.4% | -7.1% |
| 1Y | -15.3% | -14.4% | -0.9% | -12.9% |
| 3Y | -21.2% | -28.3% | +7.1% | -16.6% |
| All | -28.6% | +2.2% | -30.8% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling