+432.4%
MRK vs WDAY
+307.5%
+124.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -0.8% |
| 7D | +1.3% | -4.4% | +5.7% | +1.7% |
| 30D | +17.1% | +14.7% | +2.4% | +15.5% |
| 3M | +25.9% | +32.4% | -6.5% | +22.1% |
| 6M | +26.8% | +36.9% | -10.1% | +22.0% |
| YTD | +44.9% | -8.8% | +53.8% | +45.2% |
| 1Y | +84.8% | -15.3% | +100.1% | +86.3% |
| 3Y | +50.1% | -21.2% | +71.3% | +50.5% |
| 5Y | +127.4% | -29.5% | +156.9% | +127.8% |
| 10Y | +240.0% | +120.0% | +119.9% | +180.8% |
| All | +432.4% | +307.5% | +124.9% | +315.1% |
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 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