+2,142.3%
MRVL vs WDAY
+297.8%
+1,844.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.2% | +8.1% | +8.9% |
| 7D | +5.6% | -5.3% | +10.9% | +7.6% |
| 30D | -36.5% | +1.5% | -38.1% | -37.0% |
| 3M | -20.5% | +5.5% | -25.9% | -23.7% |
| 6M | -1.1% | +57.4% | -58.6% | -23.2% |
| YTD | +99.0% | -11.0% | +110.0% | +92.4% |
| 1Y | +89.3% | -15.8% | +105.1% | +86.7% |
| 3Y | +211.6% | -16.9% | +228.5% | +202.9% |
| 5Y | +134.1% | -35.3% | +169.3% | +146.9% |
| 10Y | +1,293.1% | +131.0% | +1,162.1% | +905.3% |
| All | +2,142.3% | +297.8% | +1,844.5% | +1,415.1% |
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