-18.3%
WDAY vs TECK
+65.6%
-83.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | -2.1% |
| 7D | -10.5% | -4.2% | -6.3% | -11.4% |
| 30D | +2.1% | -0.4% | +2.5% | +2.3% |
| 3M | +34.6% | +10.1% | +24.5% | +39.6% |
| 6M | +29.9% | +26.0% | +3.9% | +37.7% |
| YTD | -13.8% | +38.0% | -51.9% | -11.1% |
| 1Y | -18.3% | +63.8% | -82.1% | -18.3% |
| All | -18.3% | +65.6% | -83.9% | -18.3% |
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