+292.6%
WDAY vs TT
+1,824.6%
-1,532.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | -5.3% | +3.5% | -8.8% | -6.7% |
| 30D | +1.5% | -11.0% | +12.6% | +5.9% |
| 3M | +5.5% | -12.0% | +17.5% | +10.1% |
| 6M | +57.4% | -10.4% | +67.9% | +60.7% |
| YTD | -11.0% | +9.9% | -20.9% | -19.7% |
| 1Y | -15.8% | +1.5% | -17.3% | -21.0% |
| 3Y | -16.9% | +93.7% | -110.6% | -46.4% |
| 5Y | -35.3% | +139.2% | -174.5% | -63.7% |
| 10Y | +131.0% | +741.5% | -610.4% | -37.6% |
| All | +292.6% | +1,824.6% | -1,532.0% | -22.4% |
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