-31.1%
WDAY vs TE
-43.0%
+11.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.8% | 0.0% |
| 7D | -7.4% | +15.0% | -22.4% | -8.1% |
| 30D | +1.0% | -7.5% | +8.5% | +1.2% |
| 3M | +32.7% | -42.0% | +74.6% | +35.2% |
| 6M | +25.6% | -31.4% | +57.0% | +23.8% |
| YTD | -13.4% | -26.5% | +13.1% | -16.0% |
| 1Y | -19.4% | +153.1% | -172.5% | -32.4% |
| 3Y | -25.8% | -20.7% | -5.1% | -32.2% |
| 5Y | -31.1% | -45.4% | +14.4% | -37.3% |
| All | -31.1% | -43.0% | +11.9% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling