-20.8%
WDAY vs TT
+125.0%
-145.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.4% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +14.7% | -7.2% | +21.9% | +14.7% |
| 3M | +32.4% | -3.0% | +35.3% | +31.7% |
| 6M | +36.9% | +1.4% | +35.5% | +34.9% |
| YTD | -8.8% | +15.9% | -24.7% | -13.3% |
| 1Y | -15.3% | +9.4% | -24.7% | -18.3% |
| All | -20.8% | +125.0% | -145.8% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling