-15.3%
WDAY vs TDY
+11.8%
-27.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.8% | -5.2% |
| 7D | -4.4% | -1.8% | -2.5% | -4.9% |
| 30D | +14.7% | -10.7% | +25.4% | +10.7% |
| 3M | +32.4% | -1.3% | +33.7% | +31.5% |
| 6M | +36.9% | -10.6% | +47.4% | +35.5% |
| YTD | -8.8% | +19.6% | -28.4% | -16.7% |
| 1Y | -15.3% | +11.6% | -26.9% | -20.0% |
| All | -15.3% | +11.8% | -27.1% | -20.0% |
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