+84.6%
TXN vs WDAY
-33.9%
+118.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.9% | -3.2% |
| 7D | +9.5% | +1.8% | +7.6% | +9.2% |
| 30D | +8.7% | +4.1% | +4.6% | +8.0% |
| 3M | +11.6% | -4.8% | +16.4% | +11.9% |
| 6M | +0.1% | +68.6% | -68.5% | -10.5% |
| YTD | +78.8% | -8.5% | +87.3% | +86.7% |
| 1Y | +91.2% | -12.1% | +103.3% | +101.7% |
| 3Y | +125.8% | -13.2% | +139.0% | +130.6% |
| All | +84.6% | -33.9% | +118.5% | +96.1% |
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