+130.1%
WDAY vs TECH
+190.5%
-60.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | +1.2% | +0.5% | +0.7% | +1.0% |
| 3M | +2.6% | +1.1% | +1.5% | +2.1% |
| 6M | +47.8% | +51.0% | -3.3% | +20.5% |
| YTD | -12.1% | +24.4% | -36.4% | -22.9% |
| 1Y | -17.1% | +27.4% | -44.6% | -28.4% |
| 3Y | -17.9% | +28.5% | -46.4% | -36.4% |
| 5Y | -35.1% | -40.9% | +5.8% | -22.8% |
| 10Y | +130.1% | +192.5% | -62.4% | +1.7% |
| All | +130.1% | +190.5% | -60.4% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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