+188.9%
MCHP vs WDAY
+114.2%
+74.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -2.1% | -10.5% | +8.5% | +2.1% |
| 30D | -11.1% | +2.1% | -13.2% | -13.3% |
| 3M | -18.1% | +34.6% | -52.7% | -30.7% |
| 6M | +10.8% | +29.9% | -19.1% | -7.9% |
| YTD | +14.2% | -13.8% | +28.1% | +14.3% |
| 1Y | +13.5% | -18.3% | +31.7% | +15.8% |
| 3Y | -2.0% | -26.2% | +24.1% | +1.5% |
| 5Y | +1.4% | -30.8% | +32.2% | +4.5% |
| All | +188.9% | +114.2% | +74.7% | +80.3% |
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 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