-31.1%
WDAY vs TEL
+50.8%
-81.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -7.4% | +1.2% | -8.6% | -7.8% |
| 30D | +1.0% | -4.1% | +5.1% | +2.7% |
| 3M | +32.7% | -2.6% | +35.2% | +33.4% |
| 6M | +25.6% | 0.0% | +25.6% | +22.0% |
| YTD | -13.4% | -9.1% | -4.3% | -12.9% |
| 1Y | -19.4% | -0.8% | -18.5% | -23.8% |
| 3Y | -25.8% | +67.4% | -93.1% | -52.5% |
| 5Y | -31.1% | +51.8% | -82.8% | -54.1% |
| All | -31.1% | +50.8% | -81.9% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling