+292.6%
WDAY vs TRMB
+138.9%
+153.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | -0.4% |
| 7D | -5.3% | +4.1% | -9.4% | -7.2% |
| 30D | +1.5% | -5.1% | +6.6% | +2.6% |
| 3M | +5.5% | -2.6% | +8.0% | +5.2% |
| 6M | +57.4% | -2.7% | +60.1% | +58.0% |
| YTD | -11.0% | -27.9% | +16.9% | +3.5% |
| 1Y | -15.8% | -29.0% | +13.2% | -1.6% |
| 3Y | -16.9% | +35.0% | -51.8% | -30.8% |
| 5Y | -35.3% | -33.9% | -1.3% | -25.4% |
| 10Y | +131.0% | +106.1% | +24.9% | +57.8% |
| All | +292.6% | +138.9% | +153.7% | +184.5% |
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