+8.7%
WDAY vs TE
-53.0%
+61.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.5% |
| 7D | -4.4% | -4.0% | -0.4% | -4.2% |
| 30D | +14.7% | -15.9% | +30.6% | +15.6% |
| 3M | +32.4% | -60.5% | +92.9% | +38.4% |
| 6M | +36.9% | -35.2% | +72.1% | +35.3% |
| YTD | -8.8% | -31.1% | +22.3% | -11.3% |
| 1Y | -15.3% | +148.6% | -163.9% | -29.3% |
| 3Y | -21.2% | -26.4% | +5.2% | -28.9% |
| 5Y | -29.5% | -48.0% | +18.5% | -36.5% |
| All | +8.7% | -53.0% | +61.7% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling