+155.5%
MO vs WDAY
-33.9%
+189.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.4% |
| 3M | +22.8% | -4.8% | +27.6% | +22.8% |
| 6M | +13.4% | +68.6% | -55.3% | +12.7% |
| YTD | +43.0% | -8.5% | +51.5% | +43.2% |
| 1Y | +45.2% | -12.1% | +57.3% | +45.5% |
| 3Y | +145.5% | -13.2% | +158.7% | +144.6% |
| All | +155.5% | -33.9% | +189.4% | +147.1% |
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