+130.1%
WDAY vs TFC
+82.1%
+48.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -4.6% | +1.7% | -6.3% | -5.1% |
| 30D | +1.2% | +9.0% | -7.8% | -1.6% |
| 3M | +2.6% | -2.1% | +4.7% | +3.1% |
| 6M | +47.8% | +3.4% | +44.4% | +45.7% |
| YTD | -12.1% | +5.3% | -17.3% | -14.2% |
| 1Y | -17.1% | +16.2% | -33.3% | -21.7% |
| 3Y | -17.9% | +94.8% | -112.7% | -35.1% |
| 5Y | -35.1% | -0.7% | -34.4% | -38.1% |
| 10Y | +130.1% | +80.9% | +49.3% | +48.8% |
| All | +130.1% | +82.1% | +48.1% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling