+3,914.6%
TSM vs WDAY
+307.5%
+3,607.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.2% | +4.0% |
| 7D | +2.7% | -4.4% | +7.1% | +3.6% |
| 30D | +3.6% | +14.7% | -11.1% | -0.3% |
| 3M | -3.4% | +32.4% | -35.7% | -11.2% |
| 6M | +20.6% | +36.9% | -16.3% | +8.2% |
| YTD | +41.9% | -8.8% | +50.7% | +40.8% |
| 1Y | +84.4% | -15.3% | +99.7% | +85.8% |
| 3Y | +380.2% | -21.2% | +401.4% | +383.4% |
| 5Y | +275.3% | -29.5% | +304.8% | +276.6% |
| 10Y | +1,751.4% | +120.0% | +1,631.4% | +1,327.5% |
| All | +3,914.6% | +307.5% | +3,607.1% | +2,998.9% |
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