-26.2%
WDAY vs TRV
+140.3%
-166.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -7.4% | +0.2% | -7.6% | -7.4% |
| 30D | +1.0% | -2.3% | +3.3% | +1.7% |
| 3M | +32.7% | +22.7% | +10.0% | +26.2% |
| 6M | +25.6% | +21.9% | +3.6% | +19.4% |
| YTD | -13.4% | +27.5% | -40.8% | -18.8% |
| 1Y | -19.4% | +36.2% | -55.6% | -25.9% |
| All | -26.2% | +140.3% | -166.5% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling