+291.5%
WDAY vs TD
+413.9%
-122.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -4.8% | +0.6% | -5.3% | -5.0% |
| 30D | +2.5% | +5.0% | -2.5% | 0.0% |
| 3M | +8.8% | +1.1% | +7.7% | +7.8% |
| 6M | +60.7% | +16.5% | +44.3% | +47.0% |
| YTD | -11.2% | +34.3% | -45.5% | -25.2% |
| 1Y | -15.6% | +52.9% | -68.5% | -33.8% |
| 3Y | -17.1% | +132.2% | -149.3% | -49.1% |
| 5Y | -35.7% | +101.9% | -137.6% | -57.7% |
| 10Y | +130.4% | +302.0% | -171.6% | -1.6% |
| All | +291.5% | +413.9% | -122.4% | +49.2% |
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