+125.4%
WDAY vs TYL
+168.7%
-43.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.4% | -2.0% |
| 7D | -2.5% | +6.7% | -9.1% | -7.0% |
| 30D | +4.7% | +26.5% | -21.9% | -12.4% |
| 3M | +13.3% | +37.3% | -24.0% | -10.6% |
| 6M | +57.3% | +31.2% | +26.1% | +29.3% |
| YTD | -10.2% | -7.4% | -2.8% | -6.8% |
| 1Y | -14.1% | -9.6% | -4.5% | -9.4% |
| 3Y | -11.7% | +1.9% | -13.6% | -18.4% |
| 5Y | -33.5% | -21.1% | -12.4% | -27.6% |
| All | +125.4% | +168.7% | -43.3% | -1.2% |
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