-10.1%
TSM vs WDAY
+52.1%
-62.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.6% | +10.0% | +5.6% |
| 7D | -7.6% | -2.5% | -5.1% | -7.9% |
| 30D | -20.5% | +4.7% | -25.2% | -19.7% |
| 3M | -10.0% | +13.3% | -23.3% | -7.1% |
| 6M | -10.1% | +57.3% | -67.4% | +0.8% |
| All | -10.1% | +52.1% | -62.1% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling