+109.9%
WDAY vs TT
+899.5%
-789.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.7% |
| 7D | -6.1% | +1.6% | -7.7% | -6.7% |
| 30D | +3.7% | -7.3% | +11.0% | +6.6% |
| 3M | +29.6% | -2.6% | +32.2% | +29.1% |
| 6M | +23.3% | +5.9% | +17.4% | +16.7% |
| YTD | -13.3% | +15.4% | -28.7% | -22.2% |
| 1Y | -19.6% | +8.2% | -27.9% | -25.9% |
| 3Y | -25.7% | +122.7% | -148.3% | -54.5% |
| 5Y | -31.6% | +145.0% | -176.5% | -61.2% |
| 10Y | +109.9% | +893.7% | -783.8% | -41.5% |
| All | +109.9% | +899.5% | -789.6% | -41.5% |
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