-26.2%
WDAY vs TD
+123.9%
-150.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -7.4% | -1.9% | -5.5% | -7.1% |
| 30D | +1.0% | -1.6% | +2.6% | +1.2% |
| 3M | +32.7% | +4.6% | +28.1% | +31.1% |
| 6M | +25.6% | +26.8% | -1.2% | +17.5% |
| YTD | -13.4% | +28.3% | -41.7% | -19.3% |
| 1Y | -19.4% | +60.4% | -79.8% | -30.1% |
| All | -26.2% | +123.9% | -150.1% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling