-35.7%
WDAY vs TE
-82.7%
+47.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.2% | +0.1% |
| 7D | -4.8% | -13.6% | +8.8% | -4.1% |
| 30D | +2.5% | -37.7% | +40.1% | +4.5% |
| 3M | +8.8% | -59.8% | +68.6% | +13.1% |
| 6M | +60.7% | -66.3% | +127.0% | +63.8% |
| YTD | -11.2% | -70.5% | +59.3% | -10.4% |
| 1Y | -15.6% | -48.8% | +33.2% | -19.6% |
| 3Y | -17.1% | +31.3% | -48.4% | -38.2% |
| 5Y | -35.7% | -82.0% | +46.3% | -38.1% |
| All | -35.7% | -82.7% | +47.0% | -38.1% |
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