+303.5%
WDAY vs TRV
+689.2%
-385.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.8% | +2.0% | -0.2% | +1.0% |
| 30D | +4.1% | +6.7% | -2.7% | +1.4% |
| 3M | -4.8% | +9.4% | -14.2% | -8.1% |
| 6M | +68.6% | +37.7% | +30.9% | +48.7% |
| YTD | -8.5% | +40.6% | -49.1% | -20.2% |
| 1Y | -12.1% | +42.4% | -54.5% | -23.8% |
| 3Y | -13.2% | +148.1% | -161.3% | -40.8% |
| 5Y | -33.7% | +181.7% | -215.4% | -58.3% |
| 10Y | +137.4% | +352.6% | -215.1% | +7.7% |
| All | +303.5% | +689.2% | -385.7% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling