+568.4%
MA vs WDAY
+121.2%
+447.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.8% | -4.6% | +6.4% | +3.3% |
| 30D | +11.8% | +1.2% | +10.6% | +11.1% |
| 3M | +17.2% | +2.6% | +14.6% | +14.7% |
| 6M | +33.4% | +47.8% | -14.4% | +13.2% |
| YTD | +16.1% | -12.1% | +28.2% | +16.7% |
| 1Y | +19.9% | -17.1% | +37.1% | +22.7% |
| 3Y | +70.1% | -17.9% | +88.0% | +66.7% |
| 5Y | +89.6% | -35.1% | +124.7% | +96.5% |
| 10Y | +568.4% | +130.1% | +438.3% | +315.7% |
| All | +568.4% | +121.2% | +447.2% | +315.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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