+296.2%
WDAY vs TT
+1,720.1%
-1,423.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -4.6% |
| 7D | -2.5% | -2.0% | -0.5% | -1.8% |
| 30D | +4.7% | -14.0% | +18.7% | +10.7% |
| 3M | +13.3% | -15.9% | +29.2% | +20.5% |
| 6M | +57.3% | -17.3% | +74.6% | +65.7% |
| YTD | -10.2% | +4.0% | -14.1% | -17.1% |
| 1Y | -14.1% | -7.1% | -7.0% | -16.2% |
| 3Y | -11.7% | +90.2% | -101.9% | -42.9% |
| 5Y | -33.5% | +131.1% | -164.6% | -62.2% |
| 10Y | +133.1% | +777.7% | -644.7% | -39.1% |
| All | +296.2% | +1,720.1% | -1,423.9% | -19.8% |
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 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