+145.1%
MS vs WDAY
-29.2%
+174.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.6% | +1.3% |
| 7D | +1.4% | -4.4% | +5.7% | +2.2% |
| 30D | -0.3% | +14.7% | -15.0% | -3.5% |
| 3M | +0.3% | +32.4% | -32.1% | -6.5% |
| 6M | +31.3% | +36.9% | -5.5% | +20.1% |
| YTD | +24.7% | -8.8% | +33.5% | +26.7% |
| 1Y | +47.9% | -15.3% | +63.2% | +52.7% |
| 3Y | +178.3% | -21.2% | +199.5% | +184.5% |
| All | +145.1% | -29.2% | +174.3% | +143.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling