+302.1%
WDAY vs TFC
+163.5%
+138.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -4.4% | +2.4% | -6.8% | -5.2% |
| 30D | +14.7% | -1.3% | +16.0% | +15.2% |
| 3M | +32.4% | +6.1% | +26.3% | +29.4% |
| 6M | +36.9% | +7.3% | +29.5% | +32.3% |
| YTD | -8.8% | +8.2% | -17.0% | -12.2% |
| 1Y | -15.3% | +14.4% | -29.7% | -20.1% |
| 3Y | -21.2% | +93.7% | -114.9% | -39.9% |
| 5Y | -29.5% | +16.4% | -45.9% | -37.0% |
| 10Y | +120.0% | +101.6% | +18.5% | +31.0% |
| All | +302.1% | +163.5% | +138.6% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling