+333.5%
MCD vs WDAY
+301.5%
+32.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.1% |
| 3M | +0.8% | +13.3% | -12.5% | -1.1% |
| 6M | -1.3% | +57.3% | -58.6% | -7.7% |
| YTD | -7.8% | -10.2% | +2.4% | -7.8% |
| 1Y | -5.0% | -14.1% | +9.1% | -4.6% |
| 3Y | +10.5% | -11.7% | +22.2% | +8.8% |
| 5Y | +22.0% | -33.5% | +55.4% | +22.7% |
| 10Y | +216.7% | +133.1% | +83.6% | +164.0% |
| All | +333.5% | +301.5% | +32.1% | +252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling