+2,650.1%
TSLA vs WDAY
+114.2%
+2,535.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | -3.4% | -10.5% | +7.1% | +1.7% |
| 30D | +9.2% | +2.1% | +7.1% | +6.9% |
| 3M | -4.7% | +34.6% | -39.4% | -20.6% |
| 6M | -8.9% | +29.9% | -38.8% | -25.2% |
| YTD | -19.2% | -13.8% | -5.3% | -18.2% |
| 1Y | +4.5% | -18.3% | +22.8% | +7.7% |
| 3Y | +46.3% | -26.2% | +72.5% | +52.5% |
| 5Y | +48.1% | -30.8% | +79.0% | +55.0% |
| All | +2,650.1% | +114.2% | +2,535.9% | +1,658.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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