+17.5%
MARA vs WDAY
-25.4%
+42.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.9% | +9.5% | +5.5% |
| 7D | +15.6% | -6.1% | +21.7% | +17.0% |
| 30D | +17.2% | +3.7% | +13.5% | +15.5% |
| 3M | -14.2% | +29.6% | -43.7% | -21.8% |
| 6M | +47.7% | +23.3% | +24.4% | +36.3% |
| YTD | +31.7% | -13.3% | +45.0% | +44.9% |
| 1Y | -22.2% | -19.6% | -2.5% | -10.9% |
| All | +17.5% | -25.4% | +42.9% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling