+922.9%
MSFT vs WDAY
+121.2%
+801.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +2.3% | -4.6% | +6.9% | +4.2% |
| 30D | -0.4% | +1.2% | -1.6% | -1.1% |
| 3M | +5.6% | +2.6% | +3.0% | +3.1% |
| 6M | +29.0% | +47.8% | -18.8% | +7.1% |
| YTD | +10.9% | -12.1% | +23.0% | +12.2% |
| 1Y | +6.2% | -17.1% | +23.4% | +9.5% |
| 3Y | +47.6% | -17.9% | +65.5% | +45.8% |
| 5Y | +67.9% | -35.1% | +103.0% | +75.9% |
| 10Y | +922.9% | +130.1% | +792.7% | +569.3% |
| All | +922.9% | +121.2% | +801.6% | +569.3% |
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