+36.9%
WDAY vs TT
+0.2%
+36.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -4.9% |
| 7D | -4.4% | -0.2% | -4.1% | -4.6% |
| 30D | +14.7% | -7.4% | +22.1% | +8.5% |
| 3M | +32.4% | -3.2% | +35.6% | +29.7% |
| 6M | +36.9% | +1.1% | +35.8% | +38.8% |
| All | +36.9% | +0.2% | +36.7% | +38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling