+49.0%
MRK vs WDAY
-25.5%
+74.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.7% | -7.4% | +4.7% | -2.6% |
| 30D | +12.7% | +1.0% | +11.7% | +12.7% |
| 3M | +24.2% | +32.7% | -8.4% | +24.2% |
| 6M | +27.8% | +25.6% | +2.2% | +28.2% |
| YTD | +42.2% | -13.4% | +55.6% | +45.1% |
| 1Y | +80.2% | -19.4% | +99.6% | +84.2% |
| All | +49.0% | -25.5% | +74.5% | +51.7% |
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