+79.6%
TSM vs WDAY
-19.6%
+99.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.2% | +1.6% |
| 7D | +6.0% | -6.1% | +12.1% | +5.1% |
| 30D | +4.5% | +3.7% | +0.8% | +5.4% |
| 3M | +3.1% | +29.6% | -26.5% | +9.5% |
| 6M | +30.2% | +23.3% | +6.9% | +39.5% |
| YTD | +45.2% | -13.3% | +58.5% | +60.2% |
| 1Y | +79.6% | -19.6% | +99.2% | +101.2% |
| All | +79.6% | -19.6% | +99.1% | +101.2% |
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