+302.1%
WDAY vs TCOM
+347.4%
-45.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -4.4% | -9.5% | +5.2% | -2.2% |
| 30D | +14.7% | -10.7% | +25.5% | +17.7% |
| 3M | +32.4% | -14.6% | +47.0% | +37.0% |
| 6M | +36.9% | -19.3% | +56.2% | +43.2% |
| YTD | -8.8% | -42.9% | +34.1% | +2.6% |
| 1Y | -15.3% | -43.8% | +28.5% | -4.5% |
| 3Y | -21.2% | +2.1% | -23.3% | -26.2% |
| 5Y | -29.5% | +31.2% | -60.7% | -41.9% |
| 10Y | +120.0% | -13.9% | +134.0% | +86.3% |
| All | +302.1% | +347.4% | -45.3% | +200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling