+112.6%
WDAY vs TRMB
+120.9%
-8.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.2% |
| 7D | -7.4% | -2.9% | -4.5% | -5.8% |
| 30D | +1.0% | -1.8% | +2.8% | +2.3% |
| 3M | +32.7% | +8.4% | +24.3% | +27.7% |
| 6M | +25.6% | -18.5% | +44.1% | +41.5% |
| YTD | -13.4% | -26.7% | +13.4% | +3.4% |
| 1Y | -19.4% | -28.3% | +8.9% | -3.1% |
| 3Y | -25.8% | +12.6% | -38.4% | -33.4% |
| 5Y | -31.1% | -38.7% | +7.6% | -14.7% |
| All | +112.6% | +120.9% | -8.2% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling