+144.0%
WDAY vs TYL
+183.6%
-39.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.8% | +0.8% | +1.0% | +1.2% |
| 30D | +4.1% | +21.1% | -17.1% | -10.0% |
| 3M | -4.8% | +28.9% | -33.8% | -21.7% |
| 6M | +68.6% | +42.0% | +26.6% | +30.9% |
| YTD | -8.5% | -6.6% | -1.9% | -5.7% |
| 1Y | -12.1% | -9.1% | -3.0% | -7.7% |
| 3Y | -13.2% | +1.8% | -15.0% | -19.7% |
| 5Y | -33.7% | -22.9% | -10.8% | -26.6% |
| All | +144.0% | +183.6% | -39.6% | +2.7% |
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