+5.6%
WDAY vs TW
+221.1%
-215.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.7% |
| 7D | -4.4% | -2.3% | -2.0% | -3.4% |
| 30D | +14.7% | +3.9% | +10.8% | +12.8% |
| 3M | +32.4% | +5.7% | +26.7% | +28.9% |
| 6M | +36.9% | -14.5% | +51.4% | +46.1% |
| YTD | -8.8% | -0.9% | -8.0% | -9.3% |
| 1Y | -15.3% | -13.5% | -1.8% | -10.7% |
| 3Y | -21.2% | +25.0% | -46.2% | -33.6% |
| 5Y | -29.5% | +22.7% | -52.2% | -41.7% |
| All | +5.6% | +221.1% | -215.5% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling