-31.1%
WDAY vs TRU
-36.4%
+5.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | -7.4% | -6.5% | -0.9% | -4.3% |
| 30D | +1.0% | -2.5% | +3.5% | +2.5% |
| 3M | +32.7% | +10.4% | +22.3% | +27.8% |
| 6M | +25.6% | +1.6% | +23.9% | +25.0% |
| YTD | -13.4% | -9.7% | -3.7% | -9.8% |
| 1Y | -19.4% | -17.3% | -2.1% | -13.3% |
| 3Y | -25.8% | -1.8% | -23.9% | -29.2% |
| 5Y | -31.1% | -36.2% | +5.1% | -19.9% |
| All | -31.1% | -36.4% | +5.3% | -19.9% |
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