-26.6%
WDAY vs TKO
+102.0%
-128.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | -10.5% | +0.1% | -10.7% | -10.6% |
| 30D | +2.1% | -2.6% | +4.7% | +2.6% |
| 3M | +34.6% | -7.8% | +42.4% | +36.3% |
| 6M | +29.9% | -7.0% | +36.9% | +31.2% |
| YTD | -13.8% | -8.5% | -5.3% | -12.9% |
| 1Y | -18.3% | -1.3% | -17.0% | -18.4% |
| All | -26.6% | +102.0% | -128.6% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling