+19,115.6%
TSLA vs WDAY
+307.5%
+18,808.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.4% | -0.5% | -3.5% |
| 7D | +1.5% | -4.4% | +5.9% | +3.5% |
| 30D | +10.1% | +14.7% | -4.6% | +2.5% |
| 3M | -15.4% | +32.4% | -47.8% | -27.9% |
| 6M | -12.8% | +36.9% | -49.7% | -29.2% |
| YTD | -21.3% | -8.8% | -12.4% | -22.7% |
| 1Y | +4.6% | -15.3% | +19.9% | +5.5% |
| 3Y | +44.5% | -21.2% | +65.7% | +45.7% |
| 5Y | +44.8% | -29.5% | +74.3% | +50.4% |
| 10Y | +2,585.4% | +120.0% | +2,465.4% | +1,551.7% |
| All | +19,115.6% | +307.5% | +18,808.2% | +9,086.4% |
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 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