+123.9%
WDAY vs TT
+782.6%
-658.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -3.1% |
| 7D | -4.0% | +1.7% | -5.7% | -4.8% |
| 30D | +1.9% | -11.8% | +13.8% | +6.2% |
| 3M | +5.9% | -12.6% | +18.5% | +10.4% |
| 6M | +48.8% | -9.4% | +58.2% | +50.6% |
| YTD | -11.4% | +8.8% | -20.3% | -19.5% |
| 1Y | -15.5% | -2.5% | -13.0% | -19.1% |
| 3Y | -15.6% | +95.7% | -111.3% | -45.4% |
| 5Y | -35.2% | +135.7% | -170.9% | -63.3% |
| 10Y | +123.9% | +750.6% | -626.8% | -38.1% |
| All | +123.9% | +782.6% | -658.7% | -38.1% |
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