-12.1%
WDAY vs TT
-2.3%
-9.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.5% | +2.2% |
| 7D | +1.8% | +4.0% | -2.2% | +4.2% |
| 30D | +4.1% | -11.3% | +15.4% | -2.9% |
| 3M | -4.8% | -12.3% | +7.4% | -11.6% |
| 6M | +68.6% | -10.8% | +79.5% | +59.5% |
| YTD | -8.5% | +8.2% | -16.7% | -6.5% |
| 1Y | -12.1% | +1.5% | -13.6% | -6.6% |
| All | -12.1% | -2.3% | -9.8% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling