+33.0%
TSM vs WDAY
-15.4%
+48.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.3% |
| 7D | -2.5% | -4.0% | +1.5% | -3.2% |
| 30D | -14.3% | +1.9% | -16.2% | -13.9% |
| 3M | -7.2% | +5.9% | -13.1% | -5.8% |
| 6M | -5.1% | +48.8% | -53.9% | +4.4% |
| YTD | +28.9% | -11.4% | +40.3% | +40.6% |
| All | +33.0% | -15.4% | +48.4% | +45.4% |
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 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