-28.6%
WDAY vs TYL
-25.2%
-3.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -2.5% |
| 7D | -4.4% | -3.7% | -0.7% | -1.7% |
| 30D | +14.7% | +18.7% | -4.0% | +1.9% |
| 3M | +32.4% | +18.1% | +14.2% | +18.3% |
| 6M | +36.9% | -1.1% | +38.0% | +38.5% |
| YTD | -8.8% | -19.8% | +11.0% | +5.0% |
| 1Y | -15.3% | -34.3% | +19.0% | +11.4% |
| 3Y | -21.2% | -8.2% | -13.0% | -22.3% |
| All | -28.6% | -25.2% | -3.5% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling