+34.2%
WDAY vs TSLQ
-97.2%
+131.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.3% |
| 7D | -10.5% | +5.7% | -16.2% | -10.0% |
| 30D | +2.1% | -21.1% | +23.2% | +0.5% |
| 3M | +34.6% | -11.5% | +46.2% | +34.9% |
| 6M | +29.9% | -14.9% | +44.8% | +30.5% |
| YTD | -13.8% | +2.4% | -16.2% | -11.3% |
| 1Y | -18.3% | -49.8% | +31.5% | -20.8% |
| 3Y | -26.2% | -95.8% | +69.7% | -37.1% |
| All | +34.2% | -97.2% | +131.4% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling