+111.5%
WDAY vs TEL
+301.8%
-190.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -10.5% | -2.3% | -8.3% | -9.4% |
| 30D | +2.1% | -6.1% | +8.2% | +5.3% |
| 3M | +34.6% | +1.7% | +32.9% | +32.3% |
| 6M | +29.9% | +1.6% | +28.3% | +24.5% |
| YTD | -13.8% | -9.1% | -4.7% | -13.5% |
| 1Y | -18.3% | -1.7% | -16.6% | -22.4% |
| 3Y | -26.2% | +67.3% | -93.5% | -51.6% |
| 5Y | -30.8% | +52.1% | -82.9% | -52.4% |
| All | +111.5% | +301.8% | -190.3% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling