+808.5%
MS vs WDAY
+119.2%
+689.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.6% | +1.6% |
| 7D | +1.4% | -4.4% | +5.7% | +2.4% |
| 30D | -0.3% | +14.7% | -15.0% | -4.3% |
| 3M | +0.3% | +32.4% | -32.1% | -8.3% |
| 6M | +31.3% | +36.9% | -5.5% | +17.3% |
| YTD | +24.7% | -8.8% | +33.5% | +24.5% |
| 1Y | +47.9% | -15.3% | +63.2% | +50.2% |
| 3Y | +178.3% | -21.2% | +199.5% | +181.0% |
| 5Y | +144.9% | -29.5% | +174.4% | +146.4% |
| All | +808.5% | +119.2% | +689.4% | +540.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling