-18.1%
WDAY vs TDG
-11.6%
-6.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -5.2% | -1.9% | -3.3% | -5.0% |
| 30D | +5.9% | -7.7% | +13.6% | +6.6% |
| 3M | +42.3% | -9.3% | +51.6% | +42.8% |
| 6M | +34.7% | -9.4% | +44.1% | +36.6% |
| YTD | -13.5% | -14.3% | +0.7% | -10.1% |
| 1Y | -18.1% | -11.8% | -6.2% | -15.6% |
| All | -18.1% | -11.6% | -6.5% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling