-31.6%
WDAY vs TSN
-20.8%
-10.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -5.2% |
| 7D | -6.1% | -5.0% | -1.1% | -5.3% |
| 30D | +3.7% | -9.1% | +12.8% | +5.4% |
| 3M | +29.6% | -7.4% | +37.0% | +31.4% |
| 6M | +23.3% | -13.4% | +36.7% | +25.5% |
| YTD | -13.3% | -8.5% | -4.8% | -12.9% |
| 1Y | -19.6% | -3.2% | -16.5% | -20.5% |
| 3Y | -25.7% | +11.5% | -37.2% | -29.8% |
| 5Y | -31.6% | -19.5% | -12.1% | -24.5% |
| All | -31.6% | -20.8% | -10.8% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling