+15.3%
WDAY vs TXG
+7.8%
+7.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.6% | +3.4% |
| 7D | +1.8% | -1.8% | +3.7% | +2.0% |
| 30D | +4.1% | -20.4% | +24.5% | +7.5% |
| 3M | -4.8% | +0.1% | -4.9% | -7.5% |
| 6M | +68.6% | +176.2% | -107.5% | +28.9% |
| YTD | -8.5% | +256.8% | -265.3% | -35.3% |
| 1Y | -12.1% | +255.9% | -268.0% | -38.2% |
| 3Y | -13.2% | +60.2% | -73.4% | -33.0% |
| 5Y | -33.7% | -65.1% | +31.3% | -31.2% |
| All | +15.3% | +7.8% | +7.5% | -9.6% |
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