+111.5%
WDAY vs TCOM
-10.5%
+122.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.2% |
| 7D | -10.5% | -6.5% | -4.0% | -9.1% |
| 30D | +2.1% | -16.2% | +18.3% | +6.4% |
| 3M | +34.6% | -19.3% | +54.0% | +41.4% |
| 6M | +29.9% | -27.2% | +57.1% | +39.4% |
| YTD | -13.8% | -46.2% | +32.4% | -1.3% |
| 1Y | -18.3% | -46.6% | +28.3% | -6.4% |
| 3Y | -26.2% | +8.4% | -34.5% | -32.5% |
| 5Y | -30.8% | +25.8% | -56.6% | -43.4% |
| All | +111.5% | -10.5% | +122.0% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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