-13.5%
WDAY vs TXT
+9.2%
-22.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.2% | +1.6% |
| 7D | -1.2% | +10.6% | -11.9% | +1.8% |
| 30D | +6.8% | +14.4% | -7.6% | +11.0% |
| 3M | +17.8% | -2.7% | +20.6% | +16.5% |
| 6M | +57.8% | -4.7% | +62.5% | +55.1% |
| YTD | -6.0% | -0.5% | -5.5% | -10.0% |
| 1Y | -13.5% | +8.7% | -22.3% | -23.2% |
| All | -13.5% | +9.2% | -22.7% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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