-17.1%
WDAY vs TOST
-7.4%
-9.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | -4.6% | +3.0% | -7.5% | -6.4% |
| 30D | +1.2% | +10.3% | -9.0% | -5.3% |
| 3M | +2.6% | -3.3% | +5.8% | +4.5% |
| 6M | +47.8% | +37.8% | +10.0% | +21.1% |
| YTD | -12.1% | -2.8% | -9.3% | -17.7% |
| 1Y | -17.1% | -9.6% | -7.6% | -21.5% |
| All | -17.1% | -7.4% | -9.8% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling