-30.8%
WDAY vs TRI
-11.1%
-19.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.4% |
| 7D | -10.5% | -14.4% | +3.8% | -0.8% |
| 30D | +2.1% | -8.1% | +10.2% | +8.2% |
| 3M | +34.6% | +17.5% | +17.1% | +21.4% |
| 6M | +29.9% | -5.0% | +34.9% | +32.8% |
| YTD | -13.8% | -24.7% | +10.9% | +1.3% |
| 1Y | -18.3% | -41.5% | +23.2% | +12.1% |
| 3Y | -26.2% | -20.3% | -5.8% | -28.2% |
| 5Y | -30.8% | -10.9% | -19.9% | -44.8% |
| All | -30.8% | -11.1% | -19.7% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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