-31.6%
WDAY vs TFC
+15.2%
-46.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.7% | -4.2% |
| 7D | -6.1% | +2.2% | -8.3% | -6.7% |
| 30D | +3.7% | -2.5% | +6.2% | +4.5% |
| 3M | +29.6% | +4.5% | +25.0% | +27.5% |
| 6M | +23.3% | +11.0% | +12.4% | +18.3% |
| YTD | -13.3% | +5.9% | -19.2% | -15.6% |
| 1Y | -19.6% | +14.6% | -34.2% | -23.9% |
| 3Y | -25.7% | +96.7% | -122.4% | -42.2% |
| 5Y | -31.6% | +15.6% | -47.1% | -35.8% |
| All | -31.6% | +15.2% | -46.7% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling