+1,227.6%
MA vs WDAY
+307.5%
+920.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | +0.5% |
| 7D | -2.7% | -4.4% | +1.7% | -1.5% |
| 30D | +1.5% | +14.7% | -13.2% | -3.4% |
| 3M | +20.4% | +32.4% | -11.9% | +8.6% |
| 6M | +11.1% | +36.9% | -25.7% | -2.1% |
| YTD | +2.0% | -8.8% | +10.8% | +1.4% |
| 1Y | -2.2% | -15.3% | +13.1% | -0.8% |
| 3Y | +41.9% | -21.2% | +63.1% | +42.0% |
| 5Y | +75.4% | -29.5% | +104.9% | +75.7% |
| 10Y | +527.5% | +120.0% | +407.5% | +332.8% |
| All | +1,227.6% | +307.5% | +920.1% | +748.0% |
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