-89.1%
MARA vs WDAY
+307.5%
-396.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | +0.1% |
| 7D | +6.0% | -4.4% | +10.4% | +8.3% |
| 30D | +0.6% | +14.7% | -14.1% | -8.4% |
| 3M | -18.5% | +32.4% | -50.9% | -33.9% |
| 6M | +21.7% | +36.9% | -15.1% | -6.7% |
| YTD | +25.9% | -8.8% | +34.8% | +20.0% |
| 1Y | -25.1% | -15.3% | -9.9% | -26.0% |
| 3Y | -5.7% | -21.2% | +15.5% | -6.1% |
| 5Y | -73.9% | -29.5% | -44.4% | -71.7% |
| 10Y | -75.6% | +120.0% | -195.7% | -78.4% |
| All | -89.1% | +307.5% | -396.6% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling