-75.3%
MARA vs WDAY
+114.2%
-189.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | -1.5% | -10.5% | +9.1% | +5.8% |
| 30D | +18.1% | +2.1% | +16.0% | +12.4% |
| 3M | -9.4% | +34.6% | -44.1% | -34.0% |
| 6M | +33.4% | +29.9% | +3.5% | -5.2% |
| YTD | +27.3% | -13.8% | +41.1% | +22.3% |
| 1Y | -27.9% | -18.3% | -9.7% | -28.4% |
| 3Y | +4.8% | -26.2% | +30.9% | +4.8% |
| 5Y | -68.0% | -30.8% | -37.2% | -64.4% |
| All | -75.3% | +114.2% | -189.5% | -84.6% |
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 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