-33.5%
WDAY vs TRU
-26.5%
-7.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +4.1% | +21.3% | -17.2% | -5.4% |
| 3M | -4.8% | +0.2% | -5.1% | -5.5% |
| 6M | +68.6% | +22.4% | +46.2% | +53.4% |
| YTD | -8.5% | -4.8% | -3.7% | -7.7% |
| 1Y | -12.1% | -0.2% | -11.9% | -13.2% |
| 3Y | -13.2% | +57.9% | -71.1% | -36.1% |
| All | -33.5% | -26.5% | -7.1% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling