+302.1%
WDAY vs TD
+401.4%
-99.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.7% |
| 7D | -4.4% | +0.3% | -4.7% | -4.5% |
| 30D | +14.7% | +0.4% | +14.3% | +14.3% |
| 3M | +32.4% | +7.6% | +24.7% | +26.6% |
| 6M | +36.9% | +25.0% | +11.9% | +20.2% |
| YTD | -8.8% | +31.0% | -39.8% | -22.1% |
| 1Y | -15.3% | +65.2% | -80.5% | -36.2% |
| 3Y | -21.2% | +122.5% | -143.7% | -50.5% |
| 5Y | -29.5% | +124.8% | -154.3% | -56.4% |
| 10Y | +120.0% | +298.2% | -178.2% | -5.6% |
| All | +302.1% | +401.4% | -99.3% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling