+112.2%
WDAY vs TEVA
-22.9%
+135.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | 0.0% |
| 7D | -5.2% | +2.0% | -7.2% | -5.5% |
| 30D | +5.9% | +1.0% | +5.0% | +5.7% |
| 3M | +42.3% | +7.3% | +34.9% | +40.4% |
| 6M | +34.7% | +21.7% | +13.0% | +29.7% |
| YTD | -13.5% | +18.8% | -32.4% | -16.7% |
| 1Y | -18.1% | +86.5% | -104.6% | -27.4% |
| 3Y | -26.4% | +269.4% | -295.8% | -43.7% |
| 5Y | -30.6% | +303.6% | -334.2% | -49.1% |
| All | +112.2% | -22.9% | +135.1% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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