-26.2%
WDAY vs TW
+20.8%
-47.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -7.4% | -0.5% | -6.9% | -7.2% |
| 30D | +1.0% | -0.6% | +1.6% | +1.2% |
| 3M | +32.7% | +3.4% | +29.3% | +31.8% |
| 6M | +25.6% | -18.4% | +44.0% | +30.9% |
| YTD | -13.4% | -3.9% | -9.5% | -12.3% |
| 1Y | -19.4% | -13.3% | -6.0% | -16.8% |
| All | -26.2% | +20.8% | -47.1% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling