-35.7%
WDAY vs TRGP
+500.4%
-536.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -4.8% | +9.0% | -13.8% | -6.2% |
| 30D | +2.5% | +1.5% | +1.0% | +1.9% |
| 3M | +8.8% | +10.7% | -2.0% | +6.1% |
| 6M | +60.7% | +17.1% | +43.6% | +53.8% |
| YTD | -11.2% | +63.6% | -74.9% | -22.3% |
| 1Y | -15.6% | +77.0% | -92.6% | -27.8% |
| 3Y | -17.1% | +273.2% | -290.3% | -44.7% |
| 5Y | -35.7% | +508.6% | -544.3% | -64.0% |
| All | -35.7% | +500.4% | -536.1% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling