+136.8%
WDAY vs TSN
+15.3%
+121.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -4.8% | -1.4% | -3.3% | -4.4% |
| 30D | +2.5% | +10.2% | -7.7% | -0.1% |
| 3M | +8.8% | +7.2% | +1.6% | +6.6% |
| 6M | +60.7% | -10.6% | +71.3% | +64.7% |
| YTD | -11.2% | +3.7% | -15.0% | -13.2% |
| 1Y | -15.6% | +13.5% | -29.1% | -19.6% |
| 3Y | -17.1% | +40.1% | -57.2% | -27.0% |
| 5Y | -35.7% | -14.5% | -21.2% | -35.0% |
| All | +136.8% | +15.3% | +121.4% | +99.8% |
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