+3,423.5%
TSM vs WDAY
+301.5%
+3,122.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.6% | +10.0% | +7.1% |
| 7D | -7.6% | -2.5% | -5.1% | -7.1% |
| 30D | -20.5% | +4.7% | -25.2% | -21.5% |
| 3M | -10.0% | +13.3% | -23.3% | -13.5% |
| 6M | -10.1% | +57.3% | -67.4% | -21.8% |
| YTD | +24.5% | -10.2% | +34.7% | +23.4% |
| 1Y | +31.2% | -14.1% | +45.3% | +31.3% |
| 3Y | +322.0% | -11.7% | +333.7% | +310.5% |
| 5Y | +245.3% | -33.5% | +278.7% | +249.8% |
| 10Y | +1,465.8% | +133.1% | +1,332.8% | +1,093.5% |
| All | +3,423.5% | +301.5% | +3,122.1% | +2,617.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling