+3.0%
MCHP vs WDAY
-30.7%
+33.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.6% |
| 7D | 0.0% | -5.2% | +5.2% | +1.6% |
| 30D | -6.0% | +5.9% | -12.0% | -8.7% |
| 3M | -19.7% | +42.3% | -61.9% | -30.6% |
| 6M | +14.0% | +34.7% | -20.7% | -2.2% |
| YTD | +18.4% | -13.5% | +32.0% | +23.9% |
| 1Y | +17.1% | -18.1% | +35.2% | +25.0% |
| 3Y | +0.7% | -26.4% | +27.1% | +8.9% |
| All | +3.0% | -30.7% | +33.7% | +12.5% |
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