+37.7%
WDAY vs TENB
-3.6%
+41.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +1.6% |
| 7D | -10.5% | -7.1% | -3.4% | -7.7% |
| 30D | +2.1% | -15.4% | +17.5% | +9.2% |
| 3M | +34.6% | +19.5% | +15.1% | +21.6% |
| 6M | +29.9% | +54.8% | -24.9% | +4.1% |
| YTD | -13.8% | +36.1% | -49.9% | -27.4% |
| 1Y | -18.3% | +7.0% | -25.3% | -23.7% |
| 3Y | -26.2% | -27.6% | +1.4% | -21.8% |
| 5Y | -30.8% | -30.5% | -0.4% | -29.9% |
| All | +37.7% | -3.6% | +41.3% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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