+57.4%
WDAY vs TSEM
-25.2%
+82.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.6% | -6.4% | +3.0% |
| 7D | -5.3% | +6.8% | -12.1% | -3.5% |
| 30D | +1.5% | -26.6% | +28.2% | -5.1% |
| 3M | +5.5% | -36.3% | +41.8% | -4.0% |
| 6M | +57.4% | -30.6% | +88.0% | +53.8% |
| All | +57.4% | -25.2% | +82.6% | +53.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling