-25.7%
WDAY vs TRMB
+13.0%
-38.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.2% |
| 7D | -6.1% | -0.3% | -5.8% | -5.9% |
| 30D | +3.7% | -1.2% | +4.9% | +4.5% |
| 3M | +29.6% | +9.6% | +20.0% | +24.4% |
| 6M | +23.3% | -16.1% | +39.5% | +33.3% |
| YTD | -13.3% | -25.0% | +11.7% | -2.1% |
| 1Y | -19.6% | -27.7% | +8.0% | -8.4% |
| 3Y | -25.7% | +15.3% | -41.0% | -28.9% |
| All | -25.7% | +13.0% | -38.7% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling