+302.1%
WDAY vs TSN
+329.2%
-27.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | -4.4% | -6.3% | +2.0% | -3.1% |
| 30D | +14.7% | -10.8% | +25.5% | +17.4% |
| 3M | +32.4% | -8.8% | +41.1% | +34.9% |
| 6M | +36.9% | -16.8% | +53.7% | +41.4% |
| YTD | -8.8% | -10.0% | +1.2% | -7.6% |
| 1Y | -15.3% | -5.3% | -10.0% | -15.3% |
| 3Y | -21.2% | +8.5% | -29.7% | -24.4% |
| 5Y | -29.5% | -22.9% | -6.6% | -27.5% |
| 10Y | +120.0% | -12.6% | +132.7% | +107.0% |
| All | +302.1% | +329.2% | -27.1% | +258.3% |
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