+314.5%
WDAY vs TYL
+870.6%
-556.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | -1.2% |
| 7D | -1.2% | +17.3% | -18.5% | -11.7% |
| 30D | +6.8% | +28.9% | -22.1% | -10.6% |
| 3M | +17.8% | +35.1% | -17.2% | -4.3% |
| 6M | +57.8% | +29.3% | +28.5% | +33.1% |
| YTD | -6.0% | -6.8% | +0.7% | -3.0% |
| 1Y | -13.5% | -9.9% | -3.6% | -8.8% |
| 3Y | -7.6% | +1.7% | -9.3% | -13.1% |
| 5Y | -30.5% | -21.6% | -8.9% | -24.1% |
| 10Y | +143.9% | +173.5% | -29.6% | +21.7% |
| All | +314.5% | +870.6% | -556.1% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling