+2.8%
WDAY vs TE
-53.2%
+55.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | -0.2% |
| 7D | -10.5% | +0.9% | -11.4% | -10.7% |
| 30D | +2.1% | -16.3% | +18.4% | +2.9% |
| 3M | +34.6% | -40.8% | +75.4% | +36.9% |
| 6M | +29.9% | -42.6% | +72.5% | +29.8% |
| YTD | -13.8% | -31.4% | +17.6% | -16.2% |
| 1Y | -18.3% | +144.9% | -163.2% | -31.7% |
| 3Y | -26.2% | -26.0% | -0.1% | -33.5% |
| 5Y | -30.8% | -48.5% | +17.7% | -37.6% |
| All | +2.8% | -53.2% | +55.9% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling