+282.1%
WDAY vs TDY
+833.3%
-551.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | -7.4% | -1.8% | -5.5% | -6.5% |
| 30D | +1.0% | -13.8% | +14.8% | +8.6% |
| 3M | +32.7% | -3.9% | +36.6% | +33.6% |
| 6M | +25.6% | -9.0% | +34.6% | +28.7% |
| YTD | -13.4% | +16.5% | -29.9% | -23.9% |
| 1Y | -19.4% | +9.3% | -28.6% | -26.7% |
| 3Y | -25.8% | +45.1% | -70.9% | -43.9% |
| 5Y | -31.1% | +35.0% | -66.1% | -46.1% |
| 10Y | +113.3% | +469.0% | -355.7% | -36.5% |
| All | +282.1% | +833.3% | -551.1% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling