+49.9%
TSLA vs WDAY
-31.4%
+81.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +3.0% | -7.4% | +10.4% | +6.2% |
| 30D | +11.2% | +1.0% | +10.2% | +9.7% |
| 3M | -7.3% | +32.7% | -40.0% | -20.1% |
| 6M | -7.7% | +25.6% | -33.3% | -20.5% |
| YTD | -18.2% | -13.4% | -4.8% | -14.8% |
| 1Y | +6.0% | -19.4% | +25.4% | +13.7% |
| 3Y | +48.0% | -25.8% | +73.8% | +58.0% |
| All | +49.9% | -31.4% | +81.3% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling