+36.9%
WDAY vs TTMI
+17.4%
+19.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +8.8% | -14.2% | -2.7% |
| 7D | -4.4% | +5.9% | -10.2% | -2.4% |
| 30D | +14.7% | -4.3% | +19.0% | +14.6% |
| 3M | +32.4% | -32.0% | +64.4% | +24.5% |
| 6M | +36.9% | +19.5% | +17.4% | +41.8% |
| All | +36.9% | +17.4% | +19.5% | +41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling