+303.5%
WDAY vs TRMB
+135.3%
+168.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.4% | +3.2% |
| 7D | +1.8% | +2.8% | -1.0% | +0.4% |
| 30D | +4.1% | -5.9% | +9.9% | +5.6% |
| 3M | -4.8% | -3.3% | -1.5% | -4.9% |
| 6M | +68.6% | +1.3% | +67.3% | +65.9% |
| YTD | -8.5% | -29.0% | +20.5% | +7.1% |
| 1Y | -12.1% | -27.8% | +15.7% | +2.0% |
| 3Y | -13.2% | +36.3% | -49.5% | -28.1% |
| 5Y | -33.7% | -35.8% | +2.1% | -22.6% |
| 10Y | +137.4% | +103.1% | +34.4% | +63.4% |
| All | +303.5% | +135.3% | +168.2% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling