+178.1%
MCD vs WDAY
+117.6%
+60.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -0.8% |
| 7D | -2.8% | -4.4% | +1.5% | -2.3% |
| 30D | -6.0% | +14.7% | -20.8% | -8.1% |
| 3M | -5.6% | +32.4% | -37.9% | -9.8% |
| 6M | -21.9% | +36.9% | -58.7% | -26.1% |
| YTD | -14.7% | -8.8% | -5.9% | -14.7% |
| 1Y | -17.3% | -15.3% | -2.0% | -16.5% |
| 3Y | -2.2% | -21.2% | +19.1% | -2.0% |
| 5Y | +20.3% | -29.5% | +49.8% | +20.8% |
| All | +178.1% | +117.6% | +60.5% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling