+56.4%
TXN vs WDAY
-31.8%
+88.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +2.0% | -10.5% | +12.5% | +3.5% |
| 30D | -8.0% | +2.1% | -10.1% | -8.7% |
| 3M | -7.8% | +34.6% | -42.4% | -13.0% |
| 6M | +32.4% | +29.9% | +2.5% | +24.2% |
| YTD | +51.7% | -13.8% | +65.5% | +59.9% |
| 1Y | +44.3% | -18.3% | +62.6% | +54.2% |
| 3Y | +71.3% | -26.2% | +97.4% | +82.5% |
| 5Y | +56.4% | -30.8% | +87.2% | +63.8% |
| All | +56.4% | -31.8% | +88.2% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling