-9.8%
WDAY vs TEM
+101.4%
-111.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.3% |
| 7D | -4.6% | +3.5% | -8.1% | -5.0% |
| 30D | +1.2% | +13.5% | -12.3% | -0.3% |
| 3M | +2.6% | +46.3% | -43.7% | -1.9% |
| 6M | +47.8% | +61.5% | -13.8% | +39.4% |
| YTD | -12.1% | +36.4% | -48.4% | -16.3% |
| 1Y | -17.1% | +12.2% | -29.3% | -20.0% |
| All | -9.8% | +101.4% | -111.2% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling