+8.6%
WDAY vs TXG
+22.9%
-14.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.2% |
| 7D | -10.5% | +5.0% | -15.5% | -11.5% |
| 30D | +2.1% | +13.5% | -11.4% | -0.9% |
| 3M | +34.6% | +128.0% | -93.4% | +10.7% |
| 6M | +29.9% | +224.4% | -194.5% | -2.7% |
| YTD | -13.8% | +307.0% | -320.8% | -39.3% |
| 1Y | -18.3% | +427.2% | -445.5% | -46.9% |
| 3Y | -26.2% | +40.2% | -66.3% | -39.1% |
| 5Y | -30.8% | -64.0% | +33.2% | -27.0% |
| All | +8.6% | +22.9% | -14.3% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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