-42.3%
MSTR vs WDAY
-14.6%
-27.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.6% |
| 7D | -1.8% | -1.2% | -0.6% | -1.5% |
| 30D | -13.3% | +6.8% | -20.1% | -14.6% |
| 3M | +46.0% | +17.8% | +28.1% | +40.3% |
| 6M | -22.4% | +57.8% | -80.3% | -30.8% |
| YTD | -6.2% | -6.0% | -0.2% | +0.8% |
| 1Y | -42.3% | -13.5% | -28.7% | -37.2% |
| All | -42.3% | -14.6% | -27.7% | -37.2% |
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 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