-43.4%
MARA vs WDAY
+55.6%
-99.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -6.1% |
| 7D | +22.4% | -4.8% | +27.2% | +20.9% |
| 30D | -21.0% | +2.5% | -23.4% | -20.2% |
| 3M | -25.3% | +8.8% | -34.1% | -22.4% |
| 6M | -43.4% | +60.7% | -104.1% | -38.8% |
| All | -43.4% | +55.6% | -99.0% | -38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling