+131.0%
WDAY vs TYL
+185.3%
-54.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.5% |
| 7D | -5.3% | +0.5% | -5.8% | -5.7% |
| 30D | +1.5% | +25.2% | -23.6% | -14.3% |
| 3M | +5.5% | +31.8% | -26.3% | -14.3% |
| 6M | +57.4% | +36.3% | +21.2% | +25.8% |
| YTD | -11.0% | -6.3% | -4.7% | -8.4% |
| 1Y | -15.8% | -9.5% | -6.3% | -11.2% |
| 3Y | -16.9% | +1.6% | -18.5% | -23.0% |
| 5Y | -35.3% | -21.8% | -13.5% | -29.1% |
| 10Y | +131.0% | +183.3% | -52.2% | -2.2% |
| All | +131.0% | +185.3% | -54.2% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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