+1,815.4%
TSM vs WDAY
+111.3%
+1,704.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.8% | -7.4% | +12.2% | +6.6% |
| 30D | +4.0% | +1.0% | +3.0% | +2.9% |
| 3M | +2.0% | +32.7% | -30.7% | -7.8% |
| 6M | +25.5% | +25.6% | -0.1% | +13.4% |
| YTD | +44.0% | -13.4% | +57.4% | +45.3% |
| 1Y | +75.4% | -19.4% | +94.8% | +80.1% |
| 3Y | +406.7% | -25.8% | +432.5% | +420.1% |
| 5Y | +285.0% | -31.1% | +316.1% | +289.5% |
| 10Y | +1,815.4% | +113.3% | +1,702.1% | +1,273.4% |
| All | +1,815.4% | +111.3% | +1,704.1% | +1,273.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling