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  • WDAY vs TT✓SelectedUSD · TTWDAY vs TT performance historyLatest closeAs of-5.38%09/04
Stock and ETF performance explorer

WDAY vs TT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+302.1%
TT return
+1,929.1%
Excess return
-1,627.0%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioTTExcessAlpha
1D-5.4%+0.8%-6.2%-5.7%
7D-4.4%0.0%-4.4%-4.4%
30D+14.7%-7.2%+21.9%+18.2%
3M+32.4%-3.0%+35.3%+32.1%
6M+36.9%+1.4%+35.5%+31.7%
YTD-8.8%+15.9%-24.7%-18.9%
1Y-15.3%+9.4%-24.7%-22.7%
3Y-21.2%+124.4%-145.6%-52.7%
5Y-29.5%+138.0%-167.5%-59.9%
10Y+120.0%+886.4%-766.3%-45.0%
All+302.1%+1,929.1%-1,627.0%-21.6%

Cumulative growth

Daily Returns

Daily percentage return beside TT.

Daily Out/Under-Performance

Portfolio return minus TT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × TT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded TT 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling