+1,398.1%
MA vs WDAY
+296.8%
+1,101.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | -0.5% | -4.8% | +4.3% | +0.9% |
| 30D | +7.9% | +2.5% | +5.4% | +6.9% |
| 3M | +16.8% | +8.8% | +8.0% | +12.6% |
| 6M | +31.0% | +60.7% | -29.7% | +10.2% |
| YTD | +15.0% | -11.2% | +26.3% | +15.0% |
| 1Y | +17.0% | -15.6% | +32.6% | +18.6% |
| 3Y | +68.5% | -17.1% | +85.6% | +65.4% |
| 5Y | +85.0% | -35.7% | +120.7% | +90.4% |
| 10Y | +561.3% | +130.4% | +430.9% | +350.9% |
| All | +1,398.1% | +296.8% | +1,101.3% | +861.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling