-16.5%
WDAY vs TSEM
+550.2%
-566.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.9% |
| 7D | -4.6% | -9.5% | +4.9% | -5.0% |
| 30D | +1.2% | -35.5% | +36.7% | -0.9% |
| 3M | +2.6% | -41.6% | +44.1% | +0.2% |
| 6M | +47.8% | -30.1% | +77.8% | +42.5% |
| YTD | -12.1% | +25.7% | -37.8% | -21.7% |
| 1Y | -17.1% | +50.5% | -67.6% | -29.0% |
| All | -16.5% | +550.2% | -566.8% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling