-11.2%
WDAY vs TEM
+53.2%
-64.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.3% |
| 7D | -7.4% | -1.1% | -6.3% | -7.3% |
| 30D | +1.0% | +11.3% | -10.3% | -0.4% |
| 3M | +32.7% | +25.5% | +7.2% | +28.9% |
| 6M | +25.6% | +17.1% | +8.5% | +22.3% |
| YTD | -13.4% | +3.8% | -17.2% | -15.0% |
| 1Y | -19.4% | -24.4% | +5.0% | -19.2% |
| All | -11.2% | +53.2% | -64.4% | -19.9% |
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