-93.3%
MARA vs WDAY
+308.8%
-402.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -6.0% | -4.4% |
| 7D | +10.1% | +1.8% | +8.2% | +9.0% |
| 30D | -15.1% | +4.1% | -19.1% | -17.2% |
| 3M | -24.1% | -4.8% | -19.3% | -23.6% |
| 6M | -45.2% | +68.6% | -113.8% | -62.0% |
| YTD | -22.2% | -8.5% | -13.6% | -26.9% |
| 1Y | -45.3% | -12.1% | -33.2% | -47.6% |
| 3Y | -23.9% | -13.2% | -10.7% | -29.0% |
| 5Y | -90.8% | -33.7% | -57.1% | -89.9% |
| 10Y | -81.0% | +137.4% | -218.4% | -83.4% |
| All | -93.3% | +308.8% | -402.1% | -88.5% |
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