+22.6%
MCD vs WDAY
-35.8%
+58.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -1.6% | -4.8% | +3.2% | -1.2% |
| 30D | +16.0% | +2.5% | +13.6% | +15.8% |
| 3M | 0.0% | +8.8% | -8.8% | -0.9% |
| 6M | +0.9% | +60.7% | -59.8% | -3.5% |
| YTD | -8.7% | -11.2% | +2.5% | -8.4% |
| 1Y | -8.6% | -15.6% | +7.1% | -7.8% |
| 3Y | +9.9% | -17.1% | +27.0% | +9.5% |
| 5Y | +22.6% | -35.7% | +58.3% | +27.9% |
| All | +22.6% | -35.8% | +58.5% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling