-18.3%
WDAY vs TD
+61.3%
-79.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.3% |
| 7D | -10.5% | -2.6% | -8.0% | -11.2% |
| 30D | +2.1% | -1.0% | +3.1% | +1.9% |
| 3M | +34.6% | +5.6% | +29.0% | +35.5% |
| 6M | +29.9% | +27.1% | +2.8% | +26.4% |
| YTD | -13.8% | +29.4% | -43.2% | -16.9% |
| 1Y | -18.3% | +60.7% | -79.0% | -31.9% |
| All | -18.3% | +61.3% | -79.6% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling