+537.7%
MCHP vs WDAY
+287.7%
+250.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | +0.6% |
| 7D | +2.8% | -6.1% | +8.9% | +4.8% |
| 30D | -12.8% | +3.7% | -16.5% | -15.1% |
| 3M | -19.2% | +29.6% | -48.8% | -28.9% |
| 6M | +14.5% | +23.3% | -8.8% | +0.1% |
| YTD | +17.1% | -13.3% | +30.4% | +16.3% |
| 1Y | +15.3% | -19.6% | +35.0% | +17.6% |
| 3Y | +0.5% | -25.7% | +26.1% | +3.3% |
| 5Y | +6.1% | -31.6% | +37.7% | +9.2% |
| 10Y | +192.2% | +109.9% | +82.3% | +111.3% |
| All | +537.7% | +287.7% | +250.0% | +320.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling