+322.0%
TSM vs WDAY
-11.7%
+333.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.6% | +10.0% | +6.5% |
| 7D | -7.6% | -2.5% | -5.1% | -7.5% |
| 30D | -20.5% | +4.7% | -25.2% | -20.7% |
| 3M | -10.0% | +13.3% | -23.3% | -10.9% |
| 6M | -10.1% | +57.3% | -67.4% | -14.3% |
| YTD | +24.5% | -10.2% | +34.7% | +35.0% |
| 1Y | +31.2% | -14.1% | +45.3% | +43.6% |
| 3Y | +322.0% | -11.7% | +333.7% | +351.8% |
| All | +322.0% | -11.7% | +333.7% | +351.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling