-8.7%
WDAY vs TEM
+98.6%
-107.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | -5.3% | +5.1% | -10.3% | -5.8% |
| 30D | +1.5% | +16.8% | -15.3% | -0.2% |
| 3M | +5.5% | +42.6% | -37.2% | +1.1% |
| 6M | +57.4% | +63.9% | -6.5% | +48.4% |
| YTD | -11.0% | +34.5% | -45.5% | -15.2% |
| 1Y | -15.8% | +11.0% | -26.8% | -18.6% |
| All | -8.7% | +98.6% | -107.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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