-2.1%
MA vs WDAY
-19.6%
+17.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.4% | -0.7% |
| 7D | -1.8% | -6.1% | +4.3% | -0.9% |
| 30D | +1.4% | +3.7% | -2.3% | +0.6% |
| 3M | +17.7% | +29.6% | -11.8% | +11.7% |
| 6M | +9.7% | +23.3% | -13.7% | +4.6% |
| YTD | +0.5% | -13.3% | +13.8% | +0.8% |
| 1Y | -2.1% | -19.6% | +17.6% | -0.7% |
| All | -2.1% | -19.6% | +17.5% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling