-17.1%
WDAY vs TFC
+16.8%
-33.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.6% | +1.7% | -6.3% | -4.9% |
| 30D | +1.2% | +9.0% | -7.8% | -0.4% |
| 3M | +2.6% | -2.1% | +4.7% | +2.6% |
| 6M | +47.8% | +3.4% | +44.4% | +47.7% |
| YTD | -12.1% | +5.3% | -17.3% | -12.0% |
| 1Y | -17.1% | +16.2% | -33.3% | -27.5% |
| All | -17.1% | +16.8% | -33.9% | -27.5% |
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