+302.1%
WDAY vs TECK
+185.9%
+116.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.4% |
| 7D | -4.4% | -0.3% | -4.0% | -4.3% |
| 30D | +14.7% | +4.6% | +10.1% | +13.9% |
| 3M | +32.4% | +2.8% | +29.5% | +31.0% |
| 6M | +36.9% | +24.9% | +12.0% | +30.2% |
| YTD | -8.8% | +44.7% | -53.6% | -15.9% |
| 1Y | -15.3% | +112.0% | -127.3% | -26.9% |
| 3Y | -21.2% | +67.6% | -88.8% | -30.9% |
| 5Y | -29.5% | +200.3% | -229.9% | -45.2% |
| 10Y | +120.0% | +358.2% | -238.2% | +46.0% |
| All | +302.1% | +185.9% | +116.2% | +171.9% |
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