+303.5%
WDAY vs TCOM
+375.2%
-71.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +2.9% |
| 7D | +1.8% | -1.8% | +3.6% | +2.3% |
| 30D | +4.1% | +12.1% | -8.0% | +1.3% |
| 3M | -4.8% | -3.2% | -1.6% | -4.3% |
| 6M | +68.6% | -16.6% | +85.3% | +75.1% |
| YTD | -8.5% | -39.4% | +30.9% | +1.4% |
| 1Y | -12.1% | -41.5% | +29.4% | -1.8% |
| 3Y | -13.2% | +24.4% | -37.6% | -22.4% |
| 5Y | -33.7% | +41.6% | -75.3% | -46.2% |
| 10Y | +137.4% | +6.5% | +130.9% | +91.7% |
| All | +303.5% | +375.2% | -71.8% | +196.7% |
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 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