-26.1%
WDAY vs TECK
+79.6%
-105.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.2% | -9.0% | -4.9% |
| 7D | -6.1% | +7.8% | -13.9% | -6.2% |
| 30D | +3.7% | +8.3% | -4.6% | +3.6% |
| 3M | +29.6% | +16.1% | +13.5% | +29.5% |
| 6M | +23.3% | +42.9% | -19.5% | +20.2% |
| YTD | -13.3% | +50.8% | -64.0% | -17.2% |
| 1Y | -19.6% | +106.1% | -125.7% | -27.7% |
| All | -26.1% | +79.6% | -105.7% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling