-12.1%
WDAY vs TTMI
+6.4%
-18.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +2.5% |
| 7D | +1.8% | +11.4% | -9.5% | +4.1% |
| 30D | +4.1% | -28.3% | +32.4% | -0.8% |
| 3M | -4.8% | -46.7% | +41.8% | -13.5% |
| 6M | +68.6% | -56.1% | +124.7% | +51.6% |
| YTD | -8.5% | +7.4% | -15.9% | -17.4% |
| 1Y | -12.1% | +17.4% | -29.5% | -22.6% |
| All | -12.1% | +6.4% | -18.5% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling