-30.8%
WDAY vs TNA
-26.1%
-4.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.2% |
| 7D | -10.5% | -7.6% | -3.0% | -8.8% |
| 30D | +2.1% | -13.6% | +15.7% | +5.7% |
| 3M | +34.6% | +2.8% | +31.8% | +32.3% |
| 6M | +29.9% | +34.5% | -4.6% | +16.3% |
| YTD | -13.8% | +41.0% | -54.9% | -24.6% |
| 1Y | -18.3% | +52.0% | -70.3% | -30.8% |
| 3Y | -26.2% | +103.5% | -129.6% | -49.5% |
| 5Y | -30.8% | -22.5% | -8.3% | -44.8% |
| All | -30.8% | -26.1% | -4.7% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling