+111.5%
WDAY vs TSN
-5.9%
+117.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -10.5% | +1.4% | -11.9% | -10.9% |
| 30D | +2.1% | -6.2% | +8.3% | +3.6% |
| 3M | +34.6% | -5.7% | +40.3% | +36.7% |
| 6M | +29.9% | -11.4% | +41.3% | +32.8% |
| YTD | -13.8% | -8.2% | -5.6% | -12.9% |
| 1Y | -18.3% | -2.0% | -16.3% | -19.1% |
| 3Y | -26.2% | +11.9% | -38.0% | -30.7% |
| 5Y | -30.8% | -17.8% | -13.1% | -29.7% |
| All | +111.5% | -5.9% | +117.4% | +90.0% |
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