-25.8%
WDAY vs TPG
+71.4%
-97.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +1.1% |
| 7D | -10.5% | -11.8% | +1.3% | -6.0% |
| 30D | +2.1% | -6.3% | +8.4% | +5.1% |
| 3M | +34.6% | +13.6% | +21.1% | +28.4% |
| 6M | +29.9% | +13.8% | +16.1% | +23.2% |
| YTD | -13.8% | -23.7% | +9.9% | -5.0% |
| 1Y | -18.3% | -18.2% | -0.1% | -12.8% |
| 3Y | -26.2% | +80.1% | -106.3% | -46.3% |
| All | -25.8% | +71.4% | -97.1% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling