+542.0%
MS vs WDAY
+136.5%
+405.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.3% | 0.0% |
| 7D | +5.1% | +1.8% | +3.2% | +4.6% |
| 30D | +5.7% | +4.1% | +1.6% | +4.5% |
| 3M | -12.2% | -4.8% | -7.3% | -11.6% |
| 6M | -0.5% | +68.6% | -69.1% | -15.7% |
| YTD | +9.8% | -8.5% | +18.4% | +9.2% |
| 1Y | +17.7% | -12.1% | +29.8% | +18.2% |
| 3Y | +176.8% | -13.2% | +190.0% | +171.2% |
| 5Y | +123.7% | -33.7% | +157.4% | +128.8% |
| All | +542.0% | +136.5% | +405.5% | +329.1% |
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 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