+25.6%
WDAY vs TSCO
-31.0%
+56.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.5% | +0.7% |
| 7D | -7.4% | -2.5% | -4.9% | -6.9% |
| 30D | +1.0% | -1.1% | +2.1% | +1.1% |
| 3M | +32.7% | +14.3% | +18.4% | +28.4% |
| 6M | +25.6% | -31.9% | +57.5% | +23.1% |
| All | +25.6% | -31.0% | +56.6% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling