-30.6%
WDAY vs TXG
-62.8%
+32.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.3% |
| 7D | -5.2% | +9.5% | -14.6% | -6.9% |
| 30D | +5.9% | +18.8% | -12.8% | +2.1% |
| 3M | +42.3% | +136.1% | -93.8% | +17.6% |
| 6M | +34.7% | +235.2% | -200.5% | +2.0% |
| YTD | -13.5% | +320.5% | -334.1% | -38.3% |
| 1Y | -18.1% | +425.2% | -443.3% | -45.4% |
| 3Y | -26.4% | +42.9% | -69.3% | -37.7% |
| All | -30.6% | -62.8% | +32.1% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling