+112.2%
WDAY vs TDG
+547.7%
-435.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | -5.2% | -1.9% | -3.3% | -4.4% |
| 30D | +5.9% | -7.7% | +13.6% | +9.6% |
| 3M | +42.3% | -9.3% | +51.6% | +47.8% |
| 6M | +34.7% | -9.4% | +44.1% | +38.4% |
| YTD | -13.5% | -14.3% | +0.7% | -9.2% |
| 1Y | -18.1% | -11.8% | -6.2% | -15.2% |
| 3Y | -26.4% | +52.0% | -78.3% | -42.8% |
| 5Y | -30.6% | +128.8% | -159.4% | -55.8% |
| All | +112.2% | +547.7% | -435.5% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling