+147.0%
WDAY vs TRU
+243.6%
-96.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | -4.8% | +0.2% | -5.1% | -5.7% |
| 6M | +68.6% | +22.4% | +46.2% | +51.3% |
| YTD | -8.5% | -4.8% | -3.7% | -7.6% |
| 1Y | -12.1% | -0.2% | -11.9% | -13.5% |
| 3Y | -13.2% | +57.9% | -71.1% | -38.3% |
| 5Y | -33.7% | -26.1% | -7.6% | -30.4% |
| 10Y | +137.4% | +184.8% | -47.4% | +15.5% |
| All | +147.0% | +243.6% | -96.6% | +11.5% |
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 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