-30.8%
WDAY vs TGT
-26.4%
-4.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -10.5% | -5.0% | -5.5% | -9.1% |
| 30D | +2.1% | +3.0% | -0.9% | +1.2% |
| 3M | +34.6% | +22.6% | +12.0% | +26.6% |
| 6M | +29.9% | +31.2% | -1.3% | +18.9% |
| YTD | -13.8% | +63.7% | -77.5% | -26.6% |
| 1Y | -18.3% | +78.5% | -96.8% | -32.6% |
| 3Y | -26.2% | +40.5% | -66.7% | -38.9% |
| 5Y | -30.8% | -25.6% | -5.2% | -27.5% |
| All | -30.8% | -26.4% | -4.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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