-15.8%
WDAY vs TMF
-31.3%
+15.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | -0.1% |
| 7D | -4.8% | -8.2% | +3.4% | -4.4% |
| 30D | +2.5% | +5.3% | -2.9% | +2.3% |
| 3M | +8.8% | -8.5% | +17.2% | +9.0% |
| 6M | +60.7% | -17.2% | +77.9% | +61.2% |
| YTD | -11.2% | -23.4% | +12.2% | -10.9% |
| 1Y | -15.6% | -30.2% | +14.6% | -15.1% |
| All | -15.8% | -31.3% | +15.5% | -18.1% |
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