+111.5%
WDAY vs TSEM
+1,289.9%
-1,178.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.1% |
| 7D | -10.5% | +0.9% | -11.5% | -10.8% |
| 30D | +2.1% | -16.6% | +18.7% | +4.3% |
| 3M | +34.6% | -10.9% | +45.5% | +32.0% |
| 6M | +29.9% | +78.0% | -48.1% | +3.6% |
| YTD | -13.8% | +77.2% | -91.0% | -32.7% |
| 1Y | -18.3% | +207.6% | -225.8% | -46.4% |
| 3Y | -26.2% | +637.8% | -664.0% | -64.9% |
| 5Y | -30.8% | +617.0% | -647.8% | -68.0% |
| All | +111.5% | +1,289.9% | -1,178.4% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling