-18.1%
WDAY vs TSEM
+212.9%
-231.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | +0.7% |
| 7D | -5.2% | -4.9% | -0.3% | -6.1% |
| 30D | +5.9% | -18.7% | +24.7% | +2.3% |
| 3M | +42.3% | -18.1% | +60.4% | +41.0% |
| 6M | +34.7% | +77.1% | -42.4% | +42.6% |
| YTD | -13.5% | +80.1% | -93.7% | -9.6% |
| 1Y | -18.1% | +220.4% | -238.5% | -21.3% |
| All | -18.1% | +212.9% | -231.0% | -21.3% |
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