-18.1%
WDAY vs TRV
+39.8%
-57.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.7% | -0.3% |
| 7D | -5.2% | +1.9% | -7.1% | -5.7% |
| 30D | +5.9% | +1.7% | +4.2% | +5.5% |
| 3M | +42.3% | +23.9% | +18.4% | +37.7% |
| 6M | +34.7% | +26.3% | +8.4% | +29.8% |
| YTD | -13.5% | +30.8% | -44.4% | -18.3% |
| 1Y | -18.1% | +36.3% | -54.4% | -23.6% |
| All | -18.1% | +39.8% | -57.8% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 2025-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded TRV 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling