-26.2%
WDAY vs TTMI
+859.5%
-885.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.3% |
| 7D | -7.4% | +7.5% | -14.9% | -7.1% |
| 30D | +1.0% | -4.5% | +5.5% | +1.1% |
| 3M | +32.7% | -28.5% | +61.2% | +32.9% |
| 6M | +25.6% | +28.4% | -2.8% | +19.0% |
| YTD | -13.4% | +80.1% | -93.4% | -23.3% |
| 1Y | -19.4% | +161.0% | -180.4% | -34.3% |
| All | -26.2% | +859.5% | -885.7% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling