+226.2%
MRK vs WDAY
+114.2%
+112.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -5.0% | -10.5% | +5.5% | -4.1% |
| 30D | +11.0% | +2.1% | +8.8% | +10.6% |
| 3M | +22.4% | +34.6% | -12.3% | +18.9% |
| 6M | +25.4% | +29.9% | -4.5% | +21.8% |
| YTD | +39.5% | -13.8% | +53.3% | +40.8% |
| 1Y | +78.0% | -18.3% | +96.2% | +80.3% |
| 3Y | +45.5% | -26.2% | +71.7% | +47.1% |
| 5Y | +130.3% | -30.8% | +161.1% | +132.1% |
| All | +226.2% | +114.2% | +112.0% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling