-69.3%
MARA vs WDAY
-31.5%
-37.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +13.8% | -7.4% | +21.2% | +19.1% |
| 30D | +24.7% | +1.0% | +23.7% | +20.0% |
| 3M | -10.4% | +32.7% | -43.1% | -33.1% |
| 6M | +37.6% | +25.6% | +12.1% | +2.4% |
| YTD | +32.7% | -13.4% | +46.1% | +34.1% |
| 1Y | -25.2% | -19.4% | -5.8% | -20.2% |
| 3Y | +9.3% | -25.8% | +35.0% | +11.6% |
| 5Y | -69.3% | -31.1% | -38.3% | -57.7% |
| All | -69.3% | -31.5% | -37.8% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling