+1,286.8%
TXN vs WDAY
+307.5%
+979.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | +3.1% |
| 7D | -0.1% | -4.4% | +4.3% | +0.9% |
| 30D | -6.9% | +14.7% | -21.7% | -10.7% |
| 3M | -14.9% | +32.4% | -47.3% | -22.2% |
| 6M | +29.0% | +36.9% | -7.9% | +14.3% |
| YTD | +51.5% | -8.8% | +60.3% | +50.0% |
| 1Y | +41.6% | -15.3% | +56.9% | +42.8% |
| 3Y | +65.8% | -21.2% | +87.0% | +66.3% |
| 5Y | +56.8% | -29.5% | +86.3% | +57.3% |
| 10Y | +387.5% | +120.0% | +267.4% | +255.4% |
| All | +1,286.8% | +307.5% | +979.4% | +849.2% |
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