+9.0%
MSFT vs WDAY
-14.6%
+23.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +6.2% |
| 7D | +4.7% | -1.2% | +5.9% | +5.0% |
| 30D | +5.8% | +6.8% | -1.0% | +3.8% |
| 3M | +13.0% | +17.8% | -4.8% | +7.0% |
| 6M | +34.9% | +57.8% | -22.9% | +13.7% |
| YTD | +15.7% | -6.0% | +21.7% | +13.2% |
| 1Y | +9.0% | -13.5% | +22.5% | +6.8% |
| All | +9.0% | -14.6% | +23.6% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling