+57.3%
WDAY vs TYL
+29.9%
+27.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.4% | -1.5% |
| 7D | -2.5% | +6.7% | -9.1% | -8.3% |
| 30D | +4.7% | +26.5% | -21.9% | -17.8% |
| 3M | +13.3% | +37.3% | -24.0% | -19.3% |
| 6M | +57.3% | +31.2% | +26.1% | +19.0% |
| All | +57.3% | +29.9% | +27.4% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling