+1,479.0%
MS vs WDAY
+320.1%
+1,158.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.3% | +3.7% |
| 7D | +2.6% | -1.2% | +3.9% | +2.9% |
| 30D | +2.6% | +6.8% | -4.2% | +0.8% |
| 3M | -10.1% | +17.8% | -27.9% | -14.7% |
| 6M | +4.4% | +57.8% | -53.5% | -10.2% |
| YTD | +11.7% | -6.0% | +17.8% | +9.9% |
| 1Y | +20.9% | -13.5% | +34.5% | +21.5% |
| 3Y | +177.1% | -7.6% | +184.7% | +166.1% |
| 5Y | +127.7% | -30.5% | +158.3% | +128.7% |
| 10Y | +684.1% | +143.9% | +540.2% | +414.9% |
| All | +1,479.0% | +320.1% | +1,158.9% | +832.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling