-26.1%
WDAY vs TRGP
+265.3%
-291.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.3% | -5.0% |
| 7D | -6.1% | -0.6% | -5.5% | -6.1% |
| 30D | +3.7% | +14.6% | -10.9% | +2.5% |
| 3M | +29.6% | +11.9% | +17.6% | +27.7% |
| 6M | +23.3% | +25.3% | -1.9% | +19.5% |
| YTD | -13.3% | +61.9% | -75.1% | -19.7% |
| 1Y | -19.6% | +87.3% | -106.9% | -28.1% |
| All | -26.1% | +265.3% | -291.5% | -38.3% |
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