-26.2%
WDAY vs TXG
+41.0%
-67.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.4% |
| 7D | -7.4% | +9.1% | -16.5% | -8.3% |
| 30D | +1.0% | +14.9% | -13.9% | -0.7% |
| 3M | +32.7% | +120.0% | -87.3% | +20.0% |
| 6M | +25.6% | +221.8% | -196.2% | +7.4% |
| YTD | -13.4% | +312.6% | -325.9% | -28.7% |
| 1Y | -19.4% | +398.4% | -417.8% | -36.0% |
| All | -26.2% | +41.0% | -67.3% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling