+282.6%
WDAY vs TNA
+396.0%
-113.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.5% |
| 7D | -6.1% | +4.1% | -10.2% | -7.2% |
| 30D | +3.7% | -7.6% | +11.3% | +5.9% |
| 3M | +29.6% | +8.1% | +21.5% | +25.2% |
| 6M | +23.3% | +49.0% | -25.7% | +5.7% |
| YTD | -13.3% | +51.7% | -65.0% | -26.9% |
| 1Y | -19.6% | +59.6% | -79.3% | -34.2% |
| 3Y | -25.7% | +118.9% | -144.6% | -51.4% |
| 5Y | -31.6% | -19.2% | -12.4% | -44.8% |
| 10Y | +109.9% | +77.2% | +32.7% | -5.9% |
| All | +282.6% | +396.0% | -113.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling