-15.3%
WDAY vs TSLQ
-50.5%
+35.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +12.0% | -17.4% | -4.9% |
| 7D | -4.4% | -5.8% | +1.4% | -4.4% |
| 30D | +14.7% | -22.1% | +36.8% | +14.3% |
| 3M | +32.4% | +10.1% | +22.3% | +32.9% |
| 6M | +36.9% | -6.8% | +43.6% | +35.6% |
| YTD | -8.8% | +8.5% | -17.4% | -8.6% |
| 1Y | -15.3% | -49.7% | +34.4% | -14.6% |
| All | -15.3% | -50.5% | +35.2% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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