+4.9%
MSFT vs WDAY
-12.5%
+17.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.9% | -0.6% |
| 7D | -1.3% | +1.8% | -3.1% | -1.8% |
| 30D | -1.8% | +4.1% | -5.9% | -3.0% |
| 3M | +5.6% | -4.8% | +10.5% | +6.6% |
| 6M | +29.8% | +68.6% | -38.8% | +7.3% |
| YTD | +9.0% | -8.5% | +17.5% | +6.4% |
| 1Y | +4.9% | -12.1% | +17.0% | +2.4% |
| All | +4.9% | -12.5% | +17.4% | +2.4% |
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