-30.9%
WDAY vs TDG
+123.4%
-154.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -10.5% | -2.7% | -7.9% | -9.5% |
| 30D | +2.1% | -9.3% | +11.4% | +6.4% |
| 3M | +34.6% | -7.1% | +41.7% | +38.1% |
| 6M | +29.9% | -11.2% | +41.0% | +34.7% |
| YTD | -13.8% | -15.3% | +1.4% | -8.9% |
| 1Y | -18.3% | -12.5% | -5.8% | -15.2% |
| 3Y | -26.2% | +51.2% | -77.4% | -48.1% |
| All | -30.9% | +123.4% | -154.3% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling