+146.2%
WDAY vs TRU
+238.0%
-91.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.9% | +0.6% | -2.3% |
| 7D | -4.4% | -6.8% | +2.4% | -0.8% |
| 30D | +14.7% | 0.0% | +14.7% | +15.0% |
| 3M | +32.4% | +13.3% | +19.1% | +24.9% |
| 6M | +36.9% | +3.4% | +33.4% | +34.6% |
| YTD | -8.8% | -6.4% | -2.5% | -6.3% |
| 1Y | -15.3% | -9.7% | -5.6% | -12.2% |
| 3Y | -21.2% | +0.1% | -21.4% | -28.8% |
| 5Y | -29.5% | -34.0% | +4.5% | -20.6% |
| 10Y | +120.0% | +147.9% | -27.8% | +16.5% |
| All | +146.2% | +238.0% | -91.8% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling