-1.0%
MSFT vs WDAY
-6.1%
+5.1%
-3.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-09-02 to 2026-09-09.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | N/A |
| 7D | -1.0% | -7.4% | +6.3% | N/A |
| All | -1.0% | -6.1% | +5.1% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 2026-09-02 to 2026-09-09: compounded portfolio wealth divided by compounded WDAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
2026-09-02 to 2026-09-09 analysis · Full analysis span regression · Available span rolling