-12.9%
WDAY vs TLN
+589.3%
-602.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | -0.1% |
| 7D | -7.4% | +5.8% | -13.2% | -7.4% |
| 30D | +1.0% | -6.9% | +7.9% | +1.0% |
| 3M | +32.7% | -10.9% | +43.6% | +32.2% |
| 6M | +25.6% | -4.6% | +30.2% | +24.0% |
| YTD | -13.4% | -14.7% | +1.3% | -13.8% |
| 1Y | -19.4% | -17.9% | -1.5% | -19.7% |
| 3Y | -25.8% | +483.9% | -509.6% | -29.3% |
| All | -12.9% | +589.3% | -602.2% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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