-1.5%
MCD vs WDAY
-20.6%
+19.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -1.2% |
| 7D | -2.8% | -4.4% | +1.5% | -2.6% |
| 30D | -6.0% | +14.7% | -20.8% | -6.8% |
| 3M | -5.6% | +32.4% | -37.9% | -7.7% |
| 6M | -21.9% | +36.9% | -58.7% | -23.8% |
| YTD | -14.7% | -8.8% | -5.9% | -14.4% |
| 1Y | -17.3% | -15.3% | -2.0% | -16.6% |
| All | -1.5% | -20.6% | +19.1% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling