+578.8%
MS vs WDAY
+127.1%
+451.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.5% |
| 7D | +0.7% | -4.0% | +4.7% | +1.7% |
| 30D | -0.9% | +1.9% | -2.9% | -1.6% |
| 3M | -13.0% | +5.9% | -18.9% | -15.1% |
| 6M | -2.0% | +48.8% | -50.8% | -14.1% |
| YTD | +7.8% | -11.4% | +19.2% | +8.1% |
| 1Y | +17.9% | -15.5% | +33.4% | +19.5% |
| 3Y | +174.8% | -15.6% | +190.4% | +171.0% |
| 5Y | +119.9% | -35.2% | +155.0% | +125.9% |
| 10Y | +578.8% | +123.9% | +455.0% | +370.1% |
| All | +578.8% | +127.1% | +451.7% | +370.1% |
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