+303.5%
WDAY vs TECK
+149.4%
+154.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.7% | +3.3% |
| 7D | +1.8% | -0.4% | +2.3% | +1.8% |
| 30D | +4.1% | -7.1% | +11.2% | +4.9% |
| 3M | -4.8% | -5.5% | +0.6% | -4.5% |
| 6M | +68.6% | -9.7% | +78.3% | +68.8% |
| YTD | -8.5% | +26.3% | -34.8% | -14.3% |
| 1Y | -12.1% | +44.4% | -56.5% | -19.5% |
| 3Y | -13.2% | +70.1% | -83.3% | -24.3% |
| 5Y | -33.7% | +125.8% | -159.5% | -46.3% |
| 10Y | +137.4% | +200.6% | -63.2% | +65.7% |
| All | +303.5% | +149.4% | +154.1% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling