-13.5%
WDAY vs TSCO
-28.6%
+15.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +1.2% |
| 7D | -1.2% | +15.7% | -17.0% | -4.0% |
| 30D | +6.8% | +16.4% | -9.6% | +3.7% |
| 3M | +17.8% | +11.2% | +6.6% | +15.2% |
| 6M | +57.8% | +14.9% | +42.9% | +52.1% |
| YTD | -6.0% | -25.4% | +19.4% | -2.7% |
| 1Y | -13.5% | -29.4% | +15.8% | -10.1% |
| All | -13.5% | -28.6% | +15.1% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling