-13.5%
WDAY vs TSEM
+79.9%
-93.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.7% | +10.7% | +0.3% |
| 7D | -1.2% | -23.1% | +21.9% | -6.0% |
| 30D | +6.8% | -40.4% | +47.2% | -2.8% |
| 3M | +17.8% | -37.9% | +55.7% | +9.1% |
| 6M | +57.8% | -30.8% | +88.6% | +51.2% |
| YTD | -6.0% | +26.7% | -32.7% | -5.8% |
| 1Y | -13.5% | +80.5% | -94.0% | -16.4% |
| All | -13.5% | +79.9% | -93.4% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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