+20.9%
MS vs WDAY
-14.6%
+35.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.3% | +4.2% |
| 7D | +2.6% | -1.2% | +3.9% | +2.6% |
| 30D | +2.6% | +6.8% | -4.2% | +2.6% |
| 3M | -10.1% | +17.8% | -27.9% | -10.2% |
| 6M | +4.4% | +57.8% | -53.5% | +3.6% |
| YTD | +11.7% | -6.0% | +17.8% | +17.6% |
| 1Y | +20.9% | -13.5% | +34.5% | +28.4% |
| All | +20.9% | -14.6% | +35.6% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling