+111.5%
WDAY vs TD
+303.5%
-192.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.9% |
| 7D | -10.5% | -2.6% | -8.0% | -9.4% |
| 30D | +2.1% | -1.0% | +3.1% | +2.4% |
| 3M | +34.6% | +5.6% | +29.0% | +30.4% |
| 6M | +29.9% | +27.1% | +2.8% | +14.0% |
| YTD | -13.8% | +29.4% | -43.2% | -25.2% |
| 1Y | -18.3% | +60.7% | -79.0% | -36.6% |
| 3Y | -26.2% | +127.6% | -153.8% | -52.9% |
| 5Y | -30.8% | +125.4% | -156.2% | -56.1% |
| All | +111.5% | +303.5% | -192.0% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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