+885.0%
MSFT vs WDAY
+111.3%
+773.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -1.0% | -7.4% | +6.3% | +1.8% |
| 30D | -2.7% | +1.0% | -3.7% | -4.0% |
| 3M | +22.1% | +32.7% | -10.6% | +6.7% |
| 6M | +20.6% | +25.6% | -5.0% | +6.4% |
| YTD | +2.3% | -13.4% | +15.7% | +4.5% |
| 1Y | -0.5% | -19.4% | +18.8% | +3.6% |
| 3Y | +50.5% | -25.8% | +76.3% | +55.3% |
| 5Y | +72.3% | -31.1% | +103.4% | +76.7% |
| 10Y | +885.0% | +113.3% | +771.7% | +554.2% |
| All | +885.0% | +111.3% | +773.8% | +554.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling