-31.6%
WDAY vs TECH
-41.8%
+10.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -6.1% | +0.2% | -6.3% | -6.2% |
| 30D | +3.7% | +0.1% | +3.6% | +3.6% |
| 3M | +29.6% | +37.5% | -7.9% | +14.1% |
| 6M | +23.3% | +34.6% | -11.2% | +8.5% |
| YTD | -13.3% | +23.5% | -36.8% | -21.5% |
| 1Y | -19.6% | +34.4% | -54.0% | -30.3% |
| 3Y | -25.7% | +2.3% | -27.9% | -32.0% |
| 5Y | -31.6% | -41.7% | +10.2% | -19.4% |
| All | -31.6% | -41.8% | +10.2% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling