+48.2%
TSLA vs WDAY
-25.5%
+73.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +8.8% | +5.1% |
| 7D | +3.4% | -6.1% | +9.5% | +4.9% |
| 30D | +12.0% | +3.7% | +8.3% | +10.7% |
| 3M | -10.0% | +29.6% | -39.6% | -16.2% |
| 6M | -7.2% | +23.3% | -30.5% | -13.0% |
| YTD | -18.1% | -13.3% | -4.9% | -12.1% |
| 1Y | +6.3% | -19.6% | +25.9% | +17.0% |
| 3Y | +48.2% | -25.7% | +73.8% | +61.7% |
| All | +48.2% | -25.5% | +73.6% | +61.7% |
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