+211.7%
MCD vs WDAY
+128.9%
+82.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.1% |
| 7D | +7.1% | -2.5% | +9.6% | +7.5% |
| 30D | +19.8% | +4.7% | +15.1% | +19.0% |
| 3M | +0.8% | +13.3% | -12.5% | -1.3% |
| 6M | -1.3% | +57.3% | -58.6% | -8.3% |
| YTD | -7.8% | -10.2% | +2.4% | -7.7% |
| 1Y | -5.0% | -14.1% | +9.1% | -4.3% |
| 3Y | +10.5% | -11.7% | +22.2% | +8.5% |
| 5Y | +22.0% | -33.5% | +55.4% | +23.7% |
| All | +211.7% | +128.9% | +82.8% | +157.7% |
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 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