-15.8%
WDAY vs TPR
+404.6%
-420.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.3% |
| 7D | -4.8% | -1.1% | -3.6% | -4.7% |
| 30D | +2.5% | +15.1% | -12.6% | +1.9% |
| 3M | +8.8% | -13.4% | +22.2% | +9.2% |
| 6M | +60.7% | +1.4% | +59.4% | +58.5% |
| YTD | -11.2% | +4.8% | -16.0% | -14.5% |
| 1Y | -15.6% | +29.2% | -44.8% | -22.3% |
| All | -15.8% | +404.6% | -420.3% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling