+1,377.0%
MS vs WDAY
+301.5%
+1,075.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.4% |
| 7D | -1.6% | -2.5% | +0.9% | -0.9% |
| 30D | -3.8% | +4.7% | -8.5% | -5.0% |
| 3M | -14.6% | +13.3% | -27.9% | -18.2% |
| 6M | -5.1% | +57.3% | -62.4% | -18.3% |
| YTD | +4.5% | -10.2% | +14.7% | +3.9% |
| 1Y | +13.5% | -14.1% | +27.6% | +14.1% |
| 3Y | +160.4% | -11.7% | +172.1% | +152.8% |
| 5Y | +112.9% | -33.5% | +146.3% | +116.1% |
| 10Y | +633.4% | +133.1% | +500.4% | +387.1% |
| All | +1,377.0% | +301.5% | +1,075.5% | +782.0% |
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 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