-25.7%
WDAY vs TSN
+13.0%
-38.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -5.0% |
| 7D | -6.1% | -5.0% | -1.1% | -5.7% |
| 30D | +3.7% | -9.1% | +12.8% | +4.7% |
| 3M | +29.6% | -7.4% | +37.0% | +30.6% |
| 6M | +23.3% | -13.4% | +36.7% | +23.9% |
| YTD | -13.3% | -8.5% | -4.8% | -13.7% |
| 1Y | -19.6% | -3.2% | -16.5% | -20.9% |
| 3Y | -25.7% | +11.5% | -37.2% | -30.8% |
| All | -25.7% | +13.0% | -38.6% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling