+302.1%
WDAY vs TMF
-80.2%
+382.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.4% |
| 7D | -4.4% | -1.4% | -2.9% | -4.4% |
| 30D | +14.7% | -2.8% | +17.6% | +14.6% |
| 3M | +32.4% | -10.9% | +43.3% | +31.7% |
| 6M | +36.9% | -21.3% | +58.2% | +35.6% |
| YTD | -8.8% | -15.9% | +7.0% | -9.4% |
| 1Y | -15.3% | -15.7% | +0.4% | -15.8% |
| 3Y | -21.2% | -43.4% | +22.1% | -22.7% |
| 5Y | -29.5% | -87.8% | +58.3% | -40.0% |
| 10Y | +120.0% | -86.7% | +206.8% | +99.7% |
| All | +302.1% | -80.2% | +382.3% | +299.7% |
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