+112.2%
WDAY vs TSCO
+185.7%
-73.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.9% |
| 7D | -5.2% | -5.7% | +0.5% | -3.1% |
| 30D | +5.9% | -8.8% | +14.7% | +9.5% |
| 3M | +42.3% | +6.3% | +35.9% | +38.6% |
| 6M | +34.7% | -32.3% | +67.0% | +54.2% |
| YTD | -13.5% | -32.7% | +19.2% | -1.1% |
| 1Y | -18.1% | -43.7% | +25.6% | +0.3% |
| 3Y | -26.4% | -19.7% | -6.7% | -24.9% |
| 5Y | -30.6% | -11.6% | -19.0% | -33.1% |
| All | +112.2% | +185.7% | -73.5% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling