-13.5%
WDAY vs TDY
+22.9%
-36.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.7% | 0.0% |
| 7D | -1.2% | -5.0% | +3.8% | -3.2% |
| 30D | +6.8% | +2.0% | +4.8% | +7.8% |
| 3M | +17.8% | -7.7% | +25.5% | +13.8% |
| 6M | +57.8% | -0.9% | +58.7% | +57.9% |
| YTD | -6.0% | +23.7% | -29.8% | -12.0% |
| 1Y | -13.5% | +23.6% | -37.2% | -19.1% |
| All | -13.5% | +22.9% | -36.5% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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