-26.4%
WDAY vs TPG
+81.8%
-108.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.3% |
| 7D | -5.2% | -9.4% | +4.3% | -1.7% |
| 30D | +5.9% | -5.3% | +11.2% | +8.4% |
| 3M | +42.3% | +12.9% | +29.3% | +37.2% |
| 6M | +34.7% | +20.1% | +14.6% | +26.8% |
| YTD | -13.5% | -22.5% | +9.0% | -6.5% |
| 1Y | -18.1% | -19.7% | +1.6% | -12.8% |
| 3Y | -26.4% | +81.2% | -107.6% | -40.9% |
| All | -26.4% | +81.8% | -108.2% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 3y: compounded portfolio wealth divided by compounded TPG 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…
3y analysis · Full analysis span regression · 6 months rolling