+74.4%
TSLA vs WDAY
-12.7%
+87.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.9% | -2.5% |
| 7D | +8.9% | +1.8% | +7.1% | +8.5% |
| 30D | +6.3% | +4.1% | +2.2% | +5.1% |
| 3M | +14.8% | -4.8% | +19.6% | +15.5% |
| 6M | -12.4% | +68.6% | -81.0% | -25.4% |
| YTD | -13.2% | -8.5% | -4.7% | -7.8% |
| 1Y | -2.9% | -12.1% | +9.2% | +4.3% |
| 3Y | +74.4% | -13.2% | +87.6% | +97.5% |
| All | +74.4% | -12.7% | +87.2% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling