-33.5%
WDAY vs TENB
-24.3%
-9.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| 3M | -4.8% | +1.8% | -6.7% | -8.6% |
| 6M | +68.6% | +98.1% | -29.4% | +17.6% |
| YTD | -8.5% | +73.2% | -81.8% | -32.9% |
| 1Y | -12.1% | +50.7% | -62.8% | -31.5% |
| 3Y | -13.2% | +9.3% | -22.5% | -24.8% |
| All | -33.5% | -24.3% | -9.2% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling