+21,469.3%
TSLA vs WDAY
+296.8%
+21,172.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +15.6% | -4.8% | +20.4% | +18.0% |
| 30D | +5.9% | +2.5% | +3.4% | +4.3% |
| 3M | +21.4% | +8.8% | +12.6% | +14.7% |
| 6M | -8.3% | +60.7% | -69.0% | -30.7% |
| YTD | -11.6% | -11.2% | -0.4% | -13.0% |
| 1Y | -7.7% | -15.6% | +7.9% | -7.4% |
| 3Y | +85.2% | -17.1% | +102.3% | +80.7% |
| 5Y | +15.4% | -35.7% | +51.1% | +24.3% |
| 10Y | +3,061.7% | +130.4% | +2,931.3% | +1,796.5% |
| All | +21,469.3% | +296.8% | +21,172.5% | +10,239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling