-0.9%
TSLA vs WDAY
-18.1%
+17.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +3.2% | -5.2% | +8.4% | +3.5% |
| 30D | +11.6% | +5.9% | +5.6% | +11.3% |
| 3M | -8.4% | +42.3% | -50.7% | -9.1% |
| 6M | -10.4% | +34.7% | -45.1% | -11.1% |
| YTD | -18.7% | -13.5% | -5.2% | -11.4% |
| 1Y | -0.9% | -18.1% | +17.2% | +9.5% |
| All | -0.9% | -18.1% | +17.2% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling