+302.1%
WDAY vs TSEM
+2,515.8%
-2,213.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +7.8% | -13.2% | -6.6% |
| 7D | -4.4% | +6.9% | -11.3% | -5.5% |
| 30D | +14.7% | +5.3% | +9.4% | +13.0% |
| 3M | +32.4% | -14.9% | +47.3% | +31.3% |
| 6M | +36.9% | +80.0% | -43.2% | +11.6% |
| YTD | -8.8% | +89.4% | -98.2% | -27.7% |
| 1Y | -15.3% | +253.1% | -268.4% | -43.1% |
| 3Y | -21.2% | +642.1% | -663.3% | -57.8% |
| 5Y | -29.5% | +659.1% | -688.6% | -63.3% |
| 10Y | +120.0% | +1,291.4% | -1,171.3% | -4.7% |
| All | +302.1% | +2,515.8% | -2,213.6% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling