-34.1%
WDAY vs TT
+129.2%
-163.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -4.2% |
| 7D | -2.5% | -2.0% | -0.5% | -2.0% |
| 30D | +4.7% | -14.0% | +18.7% | +8.5% |
| 3M | +13.3% | -15.9% | +29.2% | +18.0% |
| 6M | +57.3% | -17.3% | +74.6% | +62.8% |
| YTD | -10.2% | +4.0% | -14.1% | -17.4% |
| 1Y | -14.1% | -7.1% | -7.0% | -16.6% |
| 3Y | -11.7% | +90.2% | -101.9% | -46.2% |
| All | -34.1% | +129.2% | -163.3% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling