-13.2%
WDAY vs TENB
+9.5%
-22.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.8% | +3.3% |
| 7D | +1.8% | -3.3% | +5.1% | +3.0% |
| 30D | +4.1% | +6.9% | -2.9% | +0.1% |
| 3M | -4.8% | +1.8% | -6.7% | -8.2% |
| 6M | +68.6% | +98.1% | -29.4% | +16.2% |
| YTD | -8.5% | +73.2% | -81.8% | -33.8% |
| 1Y | -12.1% | +50.7% | -62.8% | -32.5% |
| 3Y | -13.2% | +9.3% | -22.5% | -23.4% |
| All | -13.2% | +9.5% | -22.7% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling