+45.7%
WDAY vs TENB
+3.0%
+42.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.1% |
| 7D | -4.4% | -9.1% | +4.7% | -0.6% |
| 30D | +14.7% | -4.9% | +19.6% | +16.7% |
| 3M | +32.4% | +16.9% | +15.4% | +20.7% |
| 6M | +36.9% | +68.0% | -31.1% | +5.9% |
| YTD | -8.8% | +45.6% | -54.4% | -25.3% |
| 1Y | -15.3% | +12.7% | -28.0% | -22.7% |
| 3Y | -21.2% | -24.4% | +3.2% | -18.1% |
| 5Y | -29.5% | -26.7% | -2.8% | -30.1% |
| All | +45.7% | +3.0% | +42.6% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling