-12.1%
WDAY vs TECK
+38.3%
-50.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.7% | +2.6% |
| 7D | +1.8% | -0.4% | +2.3% | +1.8% |
| 30D | +4.1% | -7.1% | +11.2% | +2.3% |
| 3M | -4.8% | -5.5% | +0.6% | -5.6% |
| 6M | +68.6% | -9.7% | +78.3% | +69.1% |
| YTD | -8.5% | +26.3% | -34.8% | -7.5% |
| 1Y | -12.1% | +44.4% | -56.5% | -14.3% |
| All | -12.1% | +38.3% | -50.4% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling