+545.7%
MS vs WDAY
+130.4%
+415.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.8% | -4.6% | +5.4% | +1.9% |
| 30D | -0.7% | +1.2% | -1.9% | -1.2% |
| 3M | -12.4% | +2.6% | -14.9% | -13.8% |
| 6M | -1.7% | +47.8% | -49.5% | -13.8% |
| YTD | +8.0% | -12.1% | +20.1% | +8.5% |
| 1Y | +16.2% | -17.1% | +33.4% | +18.5% |
| 3Y | +171.3% | -17.9% | +189.2% | +169.6% |
| 5Y | +124.8% | -35.1% | +159.9% | +130.8% |
| All | +545.7% | +130.4% | +415.3% | +341.0% |
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