-12.1%
WDAY vs TSLQ
-32.4%
+20.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +3.1% |
| 7D | +1.8% | -16.8% | +18.7% | +1.6% |
| 30D | +4.1% | -18.0% | +22.0% | +3.8% |
| 3M | -4.8% | -34.5% | +29.6% | -5.3% |
| 6M | +68.6% | -8.9% | +77.5% | +67.6% |
| YTD | -8.5% | -19.0% | +10.5% | -10.4% |
| 1Y | -12.1% | -38.2% | +26.1% | -13.4% |
| All | -12.1% | -32.4% | +20.3% | -13.4% |
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