+125.4%
WDAY vs TPR
+383.4%
-258.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.4% |
| 7D | -2.5% | +14.2% | -16.7% | -5.2% |
| 30D | +4.7% | +17.1% | -12.4% | +1.2% |
| 3M | +13.3% | -17.7% | +31.0% | +16.7% |
| 6M | +57.3% | -10.2% | +67.5% | +57.8% |
| YTD | -10.2% | +4.9% | -15.1% | -14.1% |
| 1Y | -14.1% | +36.1% | -50.2% | -23.1% |
| 3Y | -11.7% | +416.5% | -428.1% | -45.1% |
| 5Y | -33.5% | +254.8% | -288.3% | -55.8% |
| All | +125.4% | +383.4% | -258.0% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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