+211.3%
MCD vs WDAY
+127.1%
+84.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.0% |
| 7D | +5.9% | -4.0% | +9.9% | +6.5% |
| 30D | +19.6% | +1.9% | +17.7% | +19.3% |
| 3M | +3.3% | +5.9% | -2.6% | +2.0% |
| 6M | +3.5% | +48.8% | -45.3% | -3.1% |
| YTD | -6.1% | -11.4% | +5.3% | -5.8% |
| 1Y | -3.7% | -15.5% | +11.9% | -2.8% |
| 3Y | +13.4% | -15.6% | +29.0% | +12.1% |
| 5Y | +25.2% | -35.2% | +60.3% | +27.5% |
| 10Y | +211.3% | +123.9% | +87.4% | +157.4% |
| All | +211.3% | +127.1% | +84.1% | +157.4% |
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