+296.2%
WDAY vs TMF
-80.4%
+376.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.5% | -3.6% |
| 7D | -2.5% | +1.2% | -3.7% | -2.4% |
| 30D | +4.7% | +19.7% | -15.0% | +5.4% |
| 3M | +13.3% | -2.1% | +15.4% | +13.2% |
| 6M | +57.3% | -13.4% | +70.8% | +56.4% |
| YTD | -10.2% | -16.7% | +6.5% | -10.8% |
| 1Y | -14.1% | -23.3% | +9.3% | -15.0% |
| 3Y | -11.7% | -24.8% | +13.1% | -12.0% |
| 5Y | -33.5% | -88.0% | +54.6% | -43.5% |
| 10Y | +133.1% | -84.7% | +217.8% | +117.6% |
| All | +296.2% | -80.4% | +376.6% | +293.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling