+553.1%
MA vs WDAY
+128.9%
+424.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.7% |
| 7D | +2.3% | -2.5% | +4.8% | +3.1% |
| 30D | +14.7% | +4.7% | +10.0% | +12.7% |
| 3M | +13.5% | +13.3% | +0.2% | +7.4% |
| 6M | +33.1% | +57.3% | -24.2% | +10.5% |
| YTD | +15.1% | -10.2% | +25.3% | +14.8% |
| 1Y | +18.7% | -14.1% | +32.8% | +20.0% |
| 3Y | +72.1% | -11.7% | +83.7% | +64.0% |
| 5Y | +92.8% | -33.5% | +126.3% | +98.1% |
| All | +553.1% | +128.9% | +424.2% | +304.5% |
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