+111.5%
WDAY vs TRMB
+118.7%
-7.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -10.5% | -5.4% | -5.1% | -7.6% |
| 30D | +2.1% | -2.0% | +4.1% | +3.5% |
| 3M | +34.6% | +12.3% | +22.3% | +27.2% |
| 6M | +29.9% | -17.6% | +47.5% | +45.4% |
| YTD | -13.8% | -27.5% | +13.6% | +3.4% |
| 1Y | -18.3% | -29.1% | +10.8% | -1.2% |
| 3Y | -26.2% | +11.5% | -37.6% | -33.3% |
| 5Y | -30.8% | -39.5% | +8.6% | -13.8% |
| All | +111.5% | +118.7% | -7.2% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TRMB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling