-25.4%
WDAY vs TOST
-45.8%
+20.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +0.3% |
| 7D | -1.2% | +10.7% | -12.0% | -4.4% |
| 30D | +6.8% | +17.7% | -10.9% | +1.4% |
| 3M | +17.8% | +4.6% | +13.2% | +16.0% |
| 6M | +57.8% | +20.3% | +37.6% | +48.9% |
| YTD | -6.0% | -0.4% | -5.6% | -6.6% |
| 1Y | -13.5% | -0.8% | -12.8% | -14.3% |
| 3Y | -7.6% | +102.2% | -109.8% | -29.0% |
| 5Y | -30.5% | -41.3% | +10.8% | -41.1% |
| All | -25.4% | -45.8% | +20.4% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling