+387.5%
MO vs WDAY
+307.5%
+80.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.6% |
| 7D | +0.3% | -4.4% | +4.7% | +0.6% |
| 30D | +0.6% | +14.7% | -14.1% | -0.3% |
| 3M | -1.0% | +32.4% | -33.3% | -2.8% |
| 6M | +4.3% | +36.9% | -32.5% | +2.0% |
| YTD | +23.3% | -8.8% | +32.1% | +23.4% |
| 1Y | +10.5% | -15.3% | +25.7% | +10.9% |
| 3Y | +96.3% | -21.2% | +117.5% | +96.2% |
| 5Y | +98.9% | -29.5% | +128.4% | +98.4% |
| 10Y | +103.6% | +120.0% | -16.4% | +84.5% |
| All | +387.5% | +307.5% | +80.1% | +318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling