-13.2%
WDAY vs TNA
+138.6%
-151.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.1% | +3.2% |
| 7D | +1.8% | +3.7% | -1.9% | +1.2% |
| 30D | +4.1% | +4.4% | -0.3% | +3.0% |
| 3M | -4.8% | -26.7% | +21.8% | -1.0% |
| 6M | +68.6% | -12.8% | +81.5% | +69.3% |
| YTD | -8.5% | +22.7% | -31.2% | -15.2% |
| 1Y | -12.1% | +35.7% | -47.8% | -20.4% |
| 3Y | -13.2% | +134.6% | -147.8% | -30.8% |
| All | -13.2% | +138.6% | -151.8% | -30.8% |
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