-31.1%
WDAY vs TECK
+213.6%
-244.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.1% |
| 7D | -7.4% | +4.9% | -12.3% | -7.8% |
| 30D | +1.0% | +5.2% | -4.2% | +0.4% |
| 3M | +32.7% | +13.8% | +18.9% | +30.4% |
| 6M | +25.6% | +38.5% | -12.9% | +18.9% |
| YTD | -13.4% | +47.3% | -60.7% | -19.7% |
| 1Y | -19.4% | +81.0% | -100.4% | -28.4% |
| 3Y | -25.8% | +79.9% | -105.6% | -36.0% |
| 5Y | -31.1% | +207.9% | -239.0% | -44.0% |
| All | -31.1% | +213.6% | -244.7% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling