+112.2%
WDAY vs TNA
+86.1%
+26.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | 0.0% |
| 7D | -5.2% | -7.3% | +2.1% | -3.2% |
| 30D | +5.9% | -14.2% | +20.1% | +10.2% |
| 3M | +42.3% | -4.6% | +46.8% | +42.9% |
| 6M | +34.7% | +36.9% | -2.2% | +19.3% |
| YTD | -13.5% | +42.5% | -56.1% | -25.1% |
| 1Y | -18.1% | +45.8% | -63.8% | -30.3% |
| 3Y | -26.4% | +104.7% | -131.0% | -49.6% |
| 5Y | -30.6% | -21.7% | -8.9% | -42.8% |
| All | +112.2% | +86.1% | +26.1% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling