+298.8%
MRVL vs WDAY
-21.0%
+319.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -5.4% | +12.4% | +7.5% |
| 7D | +3.2% | -4.4% | +7.6% | +3.6% |
| 30D | +5.9% | +14.7% | -8.8% | +3.9% |
| 3M | -29.3% | +32.4% | -61.7% | -31.7% |
| 6M | +186.5% | +36.9% | +149.6% | +170.6% |
| YTD | +163.4% | -8.8% | +172.3% | +198.2% |
| 1Y | +249.5% | -15.3% | +264.8% | +306.1% |
| All | +298.8% | -21.0% | +319.8% | +339.0% |
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