+112.2%
WDAY vs TKO
+989.7%
-877.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -5.2% | +2.3% | -7.5% | -5.8% |
| 30D | +5.9% | -2.5% | +8.4% | +6.6% |
| 3M | +42.3% | -10.6% | +52.9% | +46.0% |
| 6M | +34.7% | -5.1% | +39.8% | +36.0% |
| YTD | -13.5% | -8.2% | -5.3% | -12.3% |
| 1Y | -18.1% | -4.4% | -13.6% | -17.9% |
| 3Y | -26.4% | +100.4% | -126.7% | -39.9% |
| 5Y | -30.6% | +294.3% | -324.9% | -54.1% |
| All | +112.2% | +989.7% | -877.4% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling