+144.0%
WDAY vs TSN
+14.5%
+129.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.8% | +3.2% |
| 7D | +1.8% | -1.4% | +3.3% | +2.2% |
| 30D | +4.1% | +8.5% | -4.4% | +1.8% |
| 3M | -4.8% | +5.3% | -10.1% | -6.4% |
| 6M | +68.6% | -10.5% | +79.1% | +72.7% |
| YTD | -8.5% | +3.0% | -11.5% | -10.4% |
| 1Y | -12.1% | +12.1% | -24.2% | -16.0% |
| 3Y | -13.2% | +43.1% | -56.3% | -24.1% |
| 5Y | -33.7% | -15.1% | -18.6% | -32.9% |
| All | +144.0% | +14.5% | +129.5% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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