-30.6%
WDAY vs TRGP
+628.1%
-658.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | +5.9% | +8.0% | -2.1% | +4.2% |
| 3M | +42.3% | +8.3% | +34.0% | +39.1% |
| 6M | +34.7% | +23.9% | +10.8% | +27.4% |
| YTD | -13.5% | +59.6% | -73.2% | -23.5% |
| 1Y | -18.1% | +79.4% | -97.5% | -30.0% |
| 3Y | -26.4% | +269.4% | -295.8% | -50.0% |
| All | -30.6% | +628.1% | -658.7% | -58.7% |
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