-19.4%
WDAY vs TFC
+13.9%
-33.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -7.4% | -1.3% | -6.1% | -7.0% |
| 30D | +1.0% | -2.3% | +3.3% | +1.6% |
| 3M | +32.7% | +2.5% | +30.2% | +32.1% |
| 6M | +25.6% | +9.5% | +16.1% | +20.7% |
| YTD | -13.4% | +5.1% | -18.4% | -14.5% |
| 1Y | -19.4% | +15.5% | -34.8% | -26.1% |
| All | -19.4% | +13.9% | -33.3% | -26.1% |
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