+52.3%
MSFT vs WDAY
-11.7%
+64.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | 0.0% |
| 7D | +1.7% | -2.5% | +4.2% | +2.4% |
| 30D | +0.2% | +4.7% | -4.5% | -1.2% |
| 3M | +6.4% | +13.3% | -7.0% | +2.0% |
| 6M | +28.7% | +57.3% | -28.6% | +10.8% |
| YTD | +10.4% | -10.2% | +20.6% | +9.5% |
| 1Y | +7.6% | -14.1% | +21.7% | +7.6% |
| 3Y | +52.3% | -11.7% | +64.0% | +56.2% |
| All | +52.3% | -11.7% | +64.0% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling