+282.6%
WDAY vs TKO
+2,946.4%
-2,663.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.0% | -9.9% | -5.8% |
| 7D | -6.1% | +7.2% | -13.3% | -7.4% |
| 30D | +3.7% | +4.7% | -1.0% | +2.8% |
| 3M | +29.6% | -3.2% | +32.8% | +30.3% |
| 6M | +23.3% | -2.9% | +26.2% | +23.7% |
| YTD | -13.3% | -5.8% | -7.5% | -12.7% |
| 1Y | -19.6% | -1.1% | -18.6% | -20.0% |
| 3Y | -25.7% | +111.1% | -136.8% | -37.3% |
| 5Y | -31.6% | +315.6% | -347.1% | -50.5% |
| 10Y | +109.9% | +978.5% | -868.5% | +27.7% |
| All | +282.6% | +2,946.4% | -2,663.8% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling