+296.2%
WDAY vs TXT
+235.6%
+60.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.9% |
| 7D | -2.5% | -2.5% | 0.0% | -1.6% |
| 30D | +4.7% | +14.4% | -9.7% | -0.8% |
| 3M | +13.3% | -4.9% | +18.2% | +14.6% |
| 6M | +57.3% | -10.2% | +67.5% | +61.0% |
| YTD | -10.2% | -4.1% | -6.1% | -11.5% |
| 1Y | -14.1% | +4.0% | -18.0% | -18.0% |
| 3Y | -11.7% | +8.0% | -19.6% | -18.5% |
| 5Y | -33.5% | +8.4% | -41.9% | -39.5% |
| 10Y | +133.1% | +116.6% | +16.4% | +47.2% |
| All | +296.2% | +235.6% | +60.5% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling