+302.1%
WDAY vs TRMB
+151.5%
+150.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.3% | -4.8% |
| 7D | -4.4% | -2.5% | -1.8% | -3.1% |
| 30D | +14.7% | +1.5% | +13.2% | +14.1% |
| 3M | +32.4% | +6.8% | +25.6% | +28.9% |
| 6M | +36.9% | -14.9% | +51.8% | +49.1% |
| YTD | -8.8% | -24.1% | +15.3% | +5.0% |
| 1Y | -15.3% | -25.4% | +10.1% | -2.0% |
| 3Y | -21.2% | +8.0% | -29.2% | -26.5% |
| 5Y | -29.5% | -37.3% | +7.8% | -15.8% |
| 10Y | +120.0% | +116.8% | +3.2% | +48.9% |
| All | +302.1% | +151.5% | +150.6% | +188.8% |
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