+100.1%
MO vs WDAY
-31.8%
+131.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -1.0% | -10.5% | +9.5% | -0.8% |
| 30D | +5.8% | +2.1% | +3.7% | +5.7% |
| 3M | -4.5% | +34.6% | -39.2% | -4.8% |
| 6M | +5.7% | +29.9% | -24.2% | +5.5% |
| YTD | +23.1% | -13.8% | +36.9% | +23.4% |
| 1Y | +10.9% | -18.3% | +29.2% | +11.2% |
| 3Y | +96.1% | -26.2% | +122.3% | +96.1% |
| 5Y | +100.1% | -30.8% | +130.9% | +89.6% |
| All | +100.1% | -31.8% | +131.9% | +89.6% |
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