+112.2%
WDAY vs TJX
+287.7%
-175.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -5.2% | -4.6% | -0.6% | -3.0% |
| 30D | +5.9% | -17.2% | +23.1% | +15.6% |
| 3M | +42.3% | -24.9% | +67.2% | +62.7% |
| 6M | +34.7% | -19.7% | +54.4% | +48.3% |
| YTD | -13.5% | -17.2% | +3.7% | -6.5% |
| 1Y | -18.1% | -9.4% | -8.7% | -15.3% |
| 3Y | -26.4% | +43.1% | -69.4% | -39.2% |
| 5Y | -30.6% | +96.7% | -127.3% | -51.3% |
| All | +112.2% | +287.7% | -175.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 10y: compounded portfolio wealth divided by compounded TJX 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…
10y analysis · Full analysis span regression · 6 months rolling