+130.1%
WDAY vs TXT
+103.6%
+26.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.2% |
| 7D | -4.6% | -1.1% | -3.5% | -4.3% |
| 30D | +1.2% | +17.1% | -15.8% | -4.4% |
| 3M | +2.6% | -2.6% | +5.2% | +2.8% |
| 6M | +47.8% | -4.6% | +52.3% | +48.0% |
| YTD | -12.1% | -0.3% | -11.7% | -14.4% |
| 1Y | -17.1% | +5.9% | -23.0% | -21.2% |
| 3Y | -17.9% | +14.4% | -32.3% | -25.5% |
| 5Y | -35.1% | +15.9% | -51.0% | -42.1% |
| 10Y | +130.1% | +99.6% | +30.5% | +68.6% |
| All | +130.1% | +103.6% | +26.5% | +68.6% |
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