+1,950.9%
MRVL vs WDAY
+293.1%
+1,657.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -10.2% | -4.6% | -5.7% | -8.8% |
| 30D | -43.9% | +1.2% | -45.1% | -44.4% |
| 3M | -26.0% | +2.6% | -28.5% | -28.3% |
| 6M | -9.2% | +47.8% | -57.0% | -27.7% |
| YTD | +82.0% | -12.1% | +94.0% | +76.7% |
| 1Y | +65.9% | -17.1% | +83.0% | +64.6% |
| 3Y | +185.0% | -17.9% | +202.9% | +178.2% |
| 5Y | +121.5% | -35.1% | +156.6% | +133.4% |
| 10Y | +1,224.2% | +130.1% | +1,094.0% | +857.9% |
| All | +1,950.9% | +293.1% | +1,657.8% | +1,291.3% |
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 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