-26.2%
WDAY vs TCOM
+8.5%
-34.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.3% |
| 7D | -7.4% | -10.2% | +2.8% | -6.0% |
| 30D | +1.0% | -16.8% | +17.8% | +3.6% |
| 3M | +32.7% | -16.7% | +49.4% | +35.8% |
| 6M | +25.6% | -27.1% | +52.7% | +30.5% |
| YTD | -13.4% | -45.5% | +32.1% | -7.1% |
| 1Y | -19.4% | -45.9% | +26.5% | -13.5% |
| All | -26.2% | +8.5% | -34.7% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling