+99.7%
TXN vs WDAY
-14.6%
+114.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | +0.2% |
| 7D | +1.0% | -1.2% | +2.3% | +0.7% |
| 30D | +6.1% | +6.8% | -0.7% | +8.3% |
| 3M | +10.4% | +17.8% | -7.5% | +16.8% |
| 6M | +12.6% | +57.8% | -45.2% | +34.7% |
| YTD | +83.5% | -6.0% | +89.5% | +125.0% |
| 1Y | +99.7% | -13.5% | +113.3% | +148.0% |
| All | +99.7% | -14.6% | +114.3% | +148.0% |
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 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