+302.1%
WDAY vs TT
+1,929.1%
-1,627.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.6% |
| 7D | -4.4% | -0.2% | -4.1% | -4.3% |
| 30D | +14.7% | -7.4% | +22.1% | +18.3% |
| 3M | +32.4% | -3.2% | +35.6% | +32.2% |
| 6M | +36.9% | +1.1% | +35.8% | +31.8% |
| YTD | -8.8% | +15.6% | -24.5% | -18.8% |
| 1Y | -15.3% | +9.2% | -24.5% | -22.6% |
| 3Y | -21.2% | +124.4% | -145.6% | -52.7% |
| 5Y | -29.5% | +138.0% | -167.5% | -59.9% |
| 10Y | +120.0% | +886.4% | -766.3% | -45.0% |
| All | +302.1% | +1,929.1% | -1,627.0% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling