+282.1%
WDAY vs TJX
+591.1%
-308.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.9% |
| 7D | -7.4% | -4.0% | -3.4% | -5.6% |
| 30D | +1.0% | -20.3% | +21.3% | +12.3% |
| 3M | +32.7% | -23.3% | +55.9% | +50.2% |
| 6M | +25.6% | -19.7% | +45.3% | +38.2% |
| YTD | -13.4% | -17.1% | +3.8% | -6.3% |
| 1Y | -19.4% | -8.8% | -10.6% | -16.9% |
| 3Y | -25.8% | +43.4% | -69.2% | -38.6% |
| 5Y | -31.1% | +95.2% | -126.3% | -51.2% |
| 10Y | +113.3% | +288.1% | -174.7% | +5.9% |
| All | +282.1% | +591.1% | -308.9% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling