+282.6%
WDAY vs TDG
+1,726.4%
-1,443.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.2% |
| 7D | -6.1% | -0.9% | -5.2% | -5.7% |
| 30D | +3.7% | -6.5% | +10.2% | +6.8% |
| 3M | +29.6% | -5.1% | +34.6% | +31.8% |
| 6M | +23.3% | -11.5% | +34.9% | +28.2% |
| YTD | -13.3% | -13.9% | +0.6% | -9.1% |
| 1Y | -19.6% | -11.5% | -8.2% | -17.0% |
| 3Y | -25.7% | +53.7% | -79.3% | -42.5% |
| 5Y | -31.6% | +135.5% | -167.1% | -57.0% |
| 10Y | +109.9% | +535.2% | -425.2% | -24.2% |
| All | +282.6% | +1,726.4% | -1,443.8% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling