+34.6%
WDAY vs TSLQ
-97.2%
+131.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.2% |
| 7D | -5.2% | -6.6% | +1.4% | -5.7% |
| 30D | +5.9% | -24.3% | +30.2% | +3.9% |
| 3M | +42.3% | -3.6% | +45.9% | +43.7% |
| 6M | +34.7% | -12.0% | +46.7% | +35.8% |
| YTD | -13.5% | +1.4% | -14.9% | -11.1% |
| 1Y | -18.1% | -43.6% | +25.5% | -19.6% |
| 3Y | -26.4% | -95.4% | +69.0% | -35.5% |
| All | +34.6% | -97.2% | +131.9% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling