+2.8%
WDAY vs TW
+298.0%
-295.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -4.8% | +3.2% | -8.0% | -6.1% |
| 30D | +2.5% | +19.7% | -17.2% | -5.5% |
| 3M | +8.8% | +26.8% | -18.1% | -2.4% |
| 6M | +60.7% | +20.9% | +39.9% | +47.1% |
| YTD | -11.2% | +22.9% | -34.1% | -19.9% |
| 1Y | -15.6% | +20.4% | -36.0% | -23.2% |
| 3Y | -17.1% | +42.9% | -60.0% | -33.8% |
| 5Y | -35.7% | +40.2% | -75.9% | -50.0% |
| All | +2.8% | +298.0% | -295.2% | -45.0% |
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