-20.8%
WDAY vs TMF
-42.2%
+21.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.4% |
| 7D | -4.4% | -1.4% | -2.9% | -4.3% |
| 30D | +14.7% | -2.8% | +17.6% | +14.8% |
| 3M | +32.4% | -10.9% | +43.3% | +32.7% |
| 6M | +36.9% | -21.3% | +58.2% | +37.9% |
| YTD | -8.8% | -15.9% | +7.0% | -8.4% |
| 1Y | -15.3% | -15.7% | +0.4% | -15.0% |
| All | -20.8% | -42.2% | +21.4% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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