+73.4%
MSFT vs WDAY
-28.8%
+102.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.3% | -0.1% |
| 7D | -2.7% | -4.4% | +1.7% | -1.2% |
| 30D | +2.7% | +14.7% | -12.0% | -3.1% |
| 3M | +17.0% | +32.4% | -15.4% | +3.3% |
| 6M | +23.8% | +36.9% | -13.1% | +6.7% |
| YTD | +4.0% | -8.8% | +12.8% | +4.6% |
| 1Y | -0.8% | -15.3% | +14.5% | +1.7% |
| 3Y | +55.6% | -21.2% | +76.8% | +57.0% |
| All | +73.4% | -28.8% | +102.3% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling