+302.1%
WDAY vs TTMI
+1,297.1%
-995.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +8.8% | -14.2% | -6.7% |
| 7D | -4.4% | +5.9% | -10.2% | -5.3% |
| 30D | +14.7% | -4.3% | +19.0% | +14.8% |
| 3M | +32.4% | -32.0% | +64.4% | +37.2% |
| 6M | +36.9% | +19.5% | +17.4% | +22.3% |
| YTD | -8.8% | +82.0% | -90.9% | -27.8% |
| 1Y | -15.3% | +172.6% | -187.9% | -40.6% |
| 3Y | -21.2% | +744.7% | -765.9% | -60.8% |
| 5Y | -29.5% | +805.6% | -835.1% | -66.5% |
| 10Y | +120.0% | +1,057.6% | -937.6% | -5.8% |
| All | +302.1% | +1,297.1% | -995.0% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling