+290.7%
WDAY vs TECH
+374.8%
-84.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -4.0% | +0.2% | -4.2% | -4.1% |
| 30D | +1.9% | +0.5% | +1.4% | +1.7% |
| 3M | +5.9% | +0.9% | +5.0% | +5.5% |
| 6M | +48.8% | +51.0% | -2.2% | +21.6% |
| YTD | -11.4% | +24.4% | -35.8% | -22.3% |
| 1Y | -15.5% | +27.6% | -43.1% | -27.0% |
| 3Y | -15.6% | +29.9% | -45.6% | -34.3% |
| 5Y | -35.2% | -40.6% | +5.5% | -24.6% |
| 10Y | +123.9% | +196.7% | -72.9% | +10.8% |
| All | +290.7% | +374.8% | -84.2% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling