-10.9%
WDAY vs TLN
+683.0%
-693.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.2% | -8.6% | -1.3% |
| 7D | -4.0% | +9.1% | -13.0% | -3.8% |
| 30D | +1.9% | -4.1% | +6.0% | +2.0% |
| 3M | +5.9% | +4.4% | +1.4% | +6.1% |
| 6M | +48.8% | -6.0% | +54.8% | +49.2% |
| YTD | -11.4% | -3.1% | -8.3% | -11.8% |
| 1Y | -15.5% | -6.1% | -9.5% | -15.7% |
| 3Y | -15.6% | +575.3% | -591.0% | -19.9% |
| All | -10.9% | +683.0% | -693.9% | -12.4% |
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