-31.6%
WDAY vs TXT
+12.6%
-44.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.1% |
| 7D | -6.1% | -0.2% | -5.9% | -6.0% |
| 30D | +3.7% | -11.1% | +14.8% | +8.0% |
| 3M | +29.6% | -13.0% | +42.6% | +35.2% |
| 6M | +23.3% | -16.2% | +39.5% | +29.5% |
| YTD | -13.3% | -8.7% | -4.6% | -13.3% |
| 1Y | -19.6% | -3.8% | -15.9% | -21.9% |
| 3Y | -25.7% | +5.5% | -31.2% | -33.6% |
| 5Y | -31.6% | +12.3% | -43.9% | -43.1% |
| All | -31.6% | +12.6% | -44.2% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling