-58.7%
MARA vs WDAY
-14.6%
-44.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.0% | -3.8% |
| 7D | -6.5% | -1.2% | -5.3% | -6.7% |
| 30D | -38.5% | +6.8% | -45.3% | -37.9% |
| 3M | -41.5% | +17.8% | -59.4% | -39.9% |
| 6M | -41.9% | +57.8% | -99.8% | -39.4% |
| YTD | -23.5% | -6.0% | -17.5% | -10.4% |
| 1Y | -58.7% | -13.5% | -45.1% | -49.6% |
| All | -58.7% | -14.6% | -44.0% | -49.6% |
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