+677.4%
MSTR vs WDAY
+111.3%
+566.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +7.7% | -7.4% | +15.1% | +12.3% |
| 30D | +36.3% | +1.0% | +35.3% | +33.9% |
| 3M | +13.4% | +32.7% | -19.3% | -6.0% |
| 6M | -4.5% | +25.6% | -30.1% | -20.9% |
| YTD | -12.7% | -13.4% | +0.7% | -10.6% |
| 1Y | -59.6% | -19.4% | -40.2% | -57.2% |
| 3Y | +272.5% | -25.8% | +298.2% | +289.6% |
| 5Y | +107.1% | -31.1% | +138.2% | +124.4% |
| 10Y | +677.4% | +113.3% | +564.1% | +496.3% |
| All | +677.4% | +111.3% | +566.1% | +496.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling