-33.5%
WDAY vs TMF
-88.6%
+55.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.2% |
| 7D | +1.8% | -9.3% | +11.1% | +2.7% |
| 30D | +4.1% | +1.9% | +2.1% | +3.9% |
| 3M | -4.8% | -11.2% | +6.4% | -4.0% |
| 6M | +68.6% | -17.7% | +86.3% | +70.9% |
| YTD | -8.5% | -24.5% | +15.9% | -6.8% |
| 1Y | -12.1% | -29.4% | +17.3% | -9.9% |
| 3Y | -13.2% | -33.4% | +20.2% | -12.7% |
| All | -33.5% | -88.6% | +55.1% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling