+0.1%
TXN vs WDAY
+70.0%
-69.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.9% | -2.0% |
| 7D | +9.5% | +1.8% | +7.6% | +10.0% |
| 30D | +8.7% | +4.1% | +4.6% | +10.0% |
| 3M | +11.6% | -4.8% | +16.4% | +10.8% |
| 6M | +0.1% | +68.6% | -68.5% | +24.7% |
| All | +0.1% | +70.0% | -69.9% | +24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling