+296.2%
WDAY vs TAP
+29.8%
+266.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.5% |
| 7D | -2.5% | +0.5% | -3.0% | -2.7% |
| 30D | +4.7% | +9.1% | -4.5% | +2.4% |
| 3M | +13.3% | -3.8% | +17.1% | +14.3% |
| 6M | +57.3% | -3.4% | +60.7% | +58.7% |
| YTD | -10.2% | -10.6% | +0.5% | -8.3% |
| 1Y | -14.1% | -4.4% | -9.7% | -13.7% |
| 3Y | -11.7% | -24.4% | +12.7% | -7.3% |
| 5Y | -33.5% | +2.1% | -35.5% | -35.7% |
| 10Y | +133.1% | -48.7% | +181.8% | +161.8% |
| All | +296.2% | +29.8% | +266.4% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling