-26.6%
WDAY vs TNA
+99.7%
-126.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.1% |
| 7D | -10.5% | -7.6% | -3.0% | -9.5% |
| 30D | +2.1% | -13.6% | +15.7% | +4.3% |
| 3M | +34.6% | +2.8% | +31.8% | +33.1% |
| 6M | +29.9% | +34.5% | -4.6% | +20.5% |
| YTD | -13.8% | +41.0% | -54.9% | -21.4% |
| 1Y | -18.3% | +52.0% | -70.3% | -27.2% |
| All | -26.6% | +99.7% | -126.3% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling