-26.2%
WDAY vs TSLQ
-95.6%
+69.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -7.4% | -8.0% | +0.6% | -7.7% |
| 30D | +1.0% | -23.8% | +24.8% | -0.4% |
| 3M | +32.7% | -7.0% | +39.7% | +33.3% |
| 6M | +25.6% | -17.1% | +42.7% | +25.7% |
| YTD | -13.4% | +0.1% | -13.4% | -11.7% |
| 1Y | -19.4% | -51.2% | +31.8% | -21.3% |
| All | -26.2% | -95.6% | +69.4% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling