+112.2%
WDAY vs TTMI
+1,127.6%
-1,015.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.0% | -0.1% |
| 7D | -5.2% | +0.7% | -5.8% | -5.3% |
| 30D | +5.9% | -8.4% | +14.4% | +6.8% |
| 3M | +42.3% | -32.5% | +74.7% | +48.0% |
| 6M | +34.7% | +32.5% | +2.2% | +17.5% |
| YTD | -13.5% | +83.2% | -96.8% | -32.6% |
| 1Y | -18.1% | +161.7% | -179.7% | -43.4% |
| 3Y | -26.4% | +890.1% | -916.5% | -67.6% |
| 5Y | -30.6% | +832.4% | -863.0% | -70.0% |
| All | +112.2% | +1,127.6% | -1,015.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling