-26.4%
WDAY vs TDY
+46.9%
-73.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -5.2% | -1.1% | -4.0% | -5.0% |
| 30D | +5.9% | -12.0% | +18.0% | +7.5% |
| 3M | +42.3% | -3.2% | +45.5% | +41.9% |
| 6M | +34.7% | -7.9% | +42.6% | +35.5% |
| YTD | -13.5% | +18.2% | -31.8% | -22.0% |
| 1Y | -18.1% | +6.7% | -24.7% | -22.8% |
| 3Y | -26.4% | +47.5% | -73.9% | -41.2% |
| All | -26.4% | +46.9% | -73.2% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling