+145.5%
MO vs WDAY
-12.7%
+158.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.9% |
| 7D | +3.3% | +1.8% | +1.5% | +3.3% |
| 30D | +7.5% | +4.1% | +3.5% | +7.5% |
| 3M | +22.8% | -4.8% | +27.6% | +22.8% |
| 6M | +13.4% | +68.6% | -55.3% | +14.0% |
| YTD | +43.0% | -8.5% | +51.5% | +42.8% |
| 1Y | +45.2% | -12.1% | +57.3% | +44.9% |
| 3Y | +145.5% | -13.2% | +158.7% | +145.8% |
| All | +145.5% | -12.7% | +158.3% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling