+2,056.1%
MSFT vs WDAY
+307.5%
+1,748.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.3% | -0.3% |
| 7D | -2.7% | -4.4% | +1.7% | -1.3% |
| 30D | +2.7% | +14.7% | -12.0% | -2.6% |
| 3M | +17.0% | +32.4% | -15.4% | +4.6% |
| 6M | +23.8% | +36.9% | -13.1% | +8.4% |
| YTD | +4.0% | -8.8% | +12.8% | +4.1% |
| 1Y | -0.8% | -15.3% | +14.5% | +1.0% |
| 3Y | +55.6% | -21.2% | +76.8% | +57.3% |
| 5Y | +72.9% | -29.5% | +102.4% | +75.7% |
| 10Y | +875.8% | +120.0% | +755.8% | +615.5% |
| All | +2,056.1% | +307.5% | +1,748.6% | +1,402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling