-27.4%
WDAY vs TOST
-46.9%
+19.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.4% | +2.0% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +4.1% | +16.2% | -12.1% | -0.7% |
| 3M | -4.8% | -1.5% | -3.3% | -4.6% |
| 6M | +68.6% | +55.3% | +13.3% | +48.2% |
| YTD | -8.5% | -2.3% | -6.2% | -8.5% |
| 1Y | -12.1% | -5.5% | -6.6% | -11.4% |
| 3Y | -13.2% | +151.1% | -164.3% | -37.1% |
| 5Y | -33.7% | -27.9% | -5.8% | -44.9% |
| All | -27.4% | -46.9% | +19.4% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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