+287.9%
WDAY vs TSN
+403.3%
-115.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -4.6% | +5.8% | -10.4% | -5.7% |
| 30D | +1.2% | +12.8% | -11.6% | -1.3% |
| 3M | +2.6% | +6.5% | -3.9% | +1.0% |
| 6M | +47.8% | -10.3% | +58.0% | +50.6% |
| YTD | -12.1% | +5.5% | -17.6% | -13.8% |
| 1Y | -17.1% | +15.8% | -32.9% | -20.6% |
| 3Y | -17.9% | +42.5% | -60.4% | -25.7% |
| 5Y | -35.1% | -14.3% | -20.7% | -34.6% |
| 10Y | +130.1% | +18.2% | +111.9% | +107.5% |
| All | +287.9% | +403.3% | -115.3% | +234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling