+303.5%
WDAY vs TD
+413.7%
-110.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.1% | +3.1% |
| 7D | +1.8% | +1.1% | +0.7% | +1.3% |
| 30D | +4.1% | +5.2% | -1.1% | +1.4% |
| 3M | -4.8% | +1.2% | -6.1% | -5.7% |
| 6M | +68.6% | +17.7% | +50.9% | +53.3% |
| YTD | -8.5% | +34.2% | -42.8% | -22.9% |
| 1Y | -12.1% | +55.4% | -67.5% | -31.7% |
| 3Y | -13.2% | +130.4% | -143.6% | -46.4% |
| 5Y | -33.7% | +101.8% | -135.5% | -56.4% |
| 10Y | +137.4% | +301.9% | -164.4% | +1.5% |
| All | +303.5% | +413.7% | -110.3% | +53.7% |
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 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