+130.3%
MRK vs WDAY
-31.8%
+162.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -5.0% | -10.5% | +5.5% | -4.7% |
| 30D | +11.0% | +2.1% | +8.8% | +10.9% |
| 3M | +22.4% | +34.6% | -12.3% | +21.7% |
| 6M | +25.4% | +29.9% | -4.5% | +24.8% |
| YTD | +39.5% | -13.8% | +53.3% | +41.1% |
| 1Y | +78.0% | -18.3% | +96.2% | +80.2% |
| 3Y | +45.5% | -26.2% | +71.7% | +47.2% |
| 5Y | +130.3% | -30.8% | +161.1% | +136.9% |
| All | +130.3% | -31.8% | +162.1% | +136.9% |
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