+302.1%
WDAY vs TRGP
+957.2%
-655.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.2% |
| 7D | -4.4% | +0.8% | -5.1% | -4.5% |
| 30D | +14.7% | +11.5% | +3.2% | +12.1% |
| 3M | +32.4% | +9.0% | +23.4% | +29.5% |
| 6M | +36.9% | +20.5% | +16.4% | +31.0% |
| YTD | -8.8% | +59.5% | -68.4% | -17.7% |
| 1Y | -15.3% | +77.9% | -93.2% | -25.4% |
| 3Y | -21.2% | +253.6% | -274.8% | -40.2% |
| 5Y | -29.5% | +615.5% | -645.0% | -53.9% |
| 10Y | +120.0% | +897.1% | -777.1% | +14.0% |
| All | +302.1% | +957.2% | -655.1% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling