+130.1%
WDAY vs TT
+744.7%
-614.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.6% | +0.8% | -5.4% | -5.0% |
| 30D | +1.2% | -11.8% | +13.0% | +5.5% |
| 3M | +2.6% | -11.6% | +14.1% | +6.5% |
| 6M | +47.8% | -9.3% | +57.1% | +49.5% |
| YTD | -12.1% | +8.9% | -20.9% | -20.1% |
| 1Y | -17.1% | -2.2% | -14.9% | -20.8% |
| 3Y | -17.9% | +91.9% | -109.8% | -46.4% |
| 5Y | -35.1% | +136.0% | -171.1% | -63.3% |
| 10Y | +130.1% | +734.7% | -604.6% | -38.4% |
| All | +130.1% | +744.7% | -614.5% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling