-18.3%
WDAY vs TXG
+435.8%
-454.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.4% |
| 7D | -10.5% | +5.0% | -15.5% | -10.8% |
| 30D | +2.1% | +13.5% | -11.4% | +1.2% |
| 3M | +34.6% | +128.0% | -93.4% | +27.1% |
| 6M | +29.9% | +224.4% | -194.5% | +18.5% |
| YTD | -13.8% | +307.0% | -320.8% | -23.1% |
| All | -18.3% | +435.8% | -454.1% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling