-12.7%
WDAY vs TLN
+602.5%
-615.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.6% | -4.9% |
| 7D | -6.1% | +10.9% | -17.0% | -6.1% |
| 30D | +3.7% | -6.3% | +10.0% | +3.7% |
| 3M | +29.6% | -10.7% | +40.3% | +29.3% |
| 6M | +23.3% | +1.6% | +21.7% | +21.4% |
| YTD | -13.3% | -13.1% | -0.2% | -13.7% |
| 1Y | -19.6% | -15.1% | -4.6% | -20.1% |
| 3Y | -25.7% | +495.0% | -520.7% | -29.2% |
| All | -12.7% | +602.5% | -615.2% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling