-15.8%
WDAY vs TT
-0.9%
-14.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.7% |
| 7D | -5.3% | +3.5% | -8.8% | -3.3% |
| 30D | +1.5% | -11.0% | +12.6% | -5.1% |
| 3M | +5.5% | -12.0% | +17.5% | -1.9% |
| 6M | +57.4% | -10.4% | +67.9% | +49.4% |
| YTD | -11.0% | +9.9% | -20.9% | -8.3% |
| 1Y | -15.8% | +1.5% | -17.3% | -8.1% |
| All | -15.8% | -0.9% | -14.9% | -8.1% |
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 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