+554.8%
MA vs WDAY
+127.1%
+427.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -0.3% | -4.0% | +3.6% | +1.0% |
| 30D | +11.3% | +1.9% | +9.4% | +10.4% |
| 3M | +16.7% | +5.9% | +10.8% | +13.0% |
| 6M | +32.8% | +48.8% | -16.0% | +12.4% |
| YTD | +15.6% | -11.4% | +27.1% | +15.9% |
| 1Y | +19.6% | -15.5% | +35.1% | +21.6% |
| 3Y | +72.1% | -15.6% | +87.7% | +66.9% |
| 5Y | +96.0% | -35.2% | +131.2% | +103.4% |
| 10Y | +554.8% | +123.9% | +430.9% | +306.5% |
| All | +554.8% | +127.1% | +427.7% | +306.5% |
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