+282.6%
WDAY vs TRV
+613.2%
-330.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.5% |
| 7D | -6.1% | +0.5% | -6.6% | -6.2% |
| 30D | +3.7% | -4.9% | +8.5% | +5.7% |
| 3M | +29.6% | +23.7% | +5.8% | +19.4% |
| 6M | +23.3% | +20.3% | +3.0% | +14.4% |
| YTD | -13.3% | +27.1% | -40.3% | -21.3% |
| 1Y | -19.6% | +35.3% | -55.0% | -29.0% |
| 3Y | -25.7% | +139.8% | -165.5% | -48.8% |
| 5Y | -31.6% | +153.9% | -185.4% | -55.2% |
| 10Y | +109.9% | +285.9% | -175.9% | +2.6% |
| All | +282.6% | +613.2% | -330.6% | +48.5% |
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