-31.1%
WDAY vs TCOM
+25.9%
-57.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.5% |
| 7D | -7.4% | -10.2% | +2.8% | -5.6% |
| 30D | +1.0% | -16.8% | +17.8% | +4.5% |
| 3M | +32.7% | -16.7% | +49.4% | +37.0% |
| 6M | +25.6% | -27.1% | +52.7% | +32.7% |
| YTD | -13.4% | -45.5% | +32.1% | -4.0% |
| 1Y | -19.4% | -45.9% | +26.5% | -10.6% |
| 3Y | -25.8% | +9.8% | -35.5% | -31.0% |
| 5Y | -31.1% | +23.8% | -54.9% | -42.4% |
| All | -31.1% | +25.9% | -57.0% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling