+111.5%
WDAY vs TRV
+298.6%
-187.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -10.5% | -1.5% | -9.1% | -10.1% |
| 30D | +2.1% | -1.8% | +3.9% | +2.8% |
| 3M | +34.6% | +21.6% | +13.1% | +26.0% |
| 6M | +29.9% | +22.5% | +7.4% | +20.9% |
| YTD | -13.8% | +28.1% | -42.0% | -21.1% |
| 1Y | -18.3% | +37.0% | -55.3% | -27.0% |
| 3Y | -26.2% | +141.9% | -168.0% | -46.9% |
| 5Y | -30.8% | +158.5% | -189.3% | -52.6% |
| All | +111.5% | +298.6% | -187.1% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling