-48.9%
TSLL vs WDAY
-15.4%
-33.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.4% | +12.3% | +11.0% |
| 7D | -14.3% | -4.0% | -10.3% | -14.2% |
| 30D | -6.2% | +1.9% | -8.1% | -6.4% |
| 3M | +21.2% | +5.9% | +15.3% | +20.7% |
| 6M | -36.6% | +48.8% | -85.4% | -36.7% |
| YTD | -47.8% | -11.4% | -36.3% | -41.8% |
| All | -48.9% | -15.4% | -33.6% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling