+113.3%
WDAY vs TXT
+100.3%
+13.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | -7.4% | +0.8% | -8.2% | -7.6% |
| 30D | +1.0% | -10.4% | +11.4% | +4.7% |
| 3M | +32.7% | -14.3% | +47.0% | +38.9% |
| 6M | +25.6% | -15.1% | +40.7% | +30.8% |
| YTD | -13.4% | -8.3% | -5.1% | -12.9% |
| 1Y | -19.4% | -0.7% | -18.7% | -21.4% |
| 3Y | -25.8% | +6.0% | -31.7% | -30.6% |
| 5Y | -31.1% | +12.5% | -43.6% | -37.6% |
| 10Y | +113.3% | +103.2% | +10.1% | +51.9% |
| All | +113.3% | +100.3% | +13.0% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling