+2,869.0%
MRVL vs WDAY
+307.5%
+2,561.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -5.4% | +12.4% | +9.0% |
| 7D | +3.2% | -4.4% | +7.6% | +4.7% |
| 30D | +5.9% | +14.7% | -8.8% | -0.8% |
| 3M | -29.3% | +32.4% | -61.7% | -39.4% |
| 6M | +186.5% | +36.9% | +149.6% | +133.6% |
| YTD | +163.4% | -8.8% | +172.3% | +154.5% |
| 1Y | +249.5% | -15.3% | +264.8% | +246.0% |
| 3Y | +289.4% | -21.2% | +310.6% | +290.4% |
| 5Y | +270.2% | -29.5% | +299.8% | +282.1% |
| 10Y | +1,748.8% | +120.0% | +1,628.8% | +1,251.5% |
| All | +2,869.0% | +307.5% | +2,561.5% | +1,903.8% |
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