+5.9%
WDAY vs TW
+301.3%
-295.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.7% |
| 7D | +1.8% | +3.9% | -2.1% | +0.1% |
| 30D | +4.1% | +19.9% | -15.9% | -4.1% |
| 3M | -4.8% | +25.9% | -30.8% | -14.4% |
| 6M | +68.6% | +21.1% | +47.5% | +54.2% |
| YTD | -8.5% | +23.9% | -32.4% | -17.8% |
| 1Y | -12.1% | +21.2% | -33.3% | -20.3% |
| 3Y | -13.2% | +44.8% | -58.0% | -31.1% |
| 5Y | -33.7% | +41.4% | -75.1% | -48.7% |
| All | +5.9% | +301.3% | -295.4% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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