-15.8%
WDAY vs TRGP
+273.0%
-288.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | -4.8% | +9.0% | -13.8% | -5.1% |
| 30D | +2.5% | +1.5% | +1.0% | +2.3% |
| 3M | +8.8% | +10.7% | -2.0% | +7.8% |
| 6M | +60.7% | +17.1% | +43.6% | +57.4% |
| YTD | -11.2% | +63.6% | -74.9% | -18.2% |
| 1Y | -15.6% | +77.0% | -92.6% | -23.6% |
| All | -15.8% | +273.0% | -288.7% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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