-13.5%
WDAY vs TFC
+20.8%
-34.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.4% |
| 7D | -1.2% | +5.1% | -6.3% | -2.1% |
| 30D | +6.8% | +9.8% | -3.0% | +5.0% |
| 3M | +17.8% | -2.4% | +20.3% | +17.9% |
| 6M | +57.8% | +4.9% | +52.9% | +57.0% |
| YTD | -6.0% | +6.6% | -12.6% | -6.4% |
| 1Y | -13.5% | +21.3% | -34.9% | -28.4% |
| All | -13.5% | +20.8% | -34.3% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling