+121.1%
MSTR vs WDAY
-12.7%
+133.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.5% | -3.4% |
| 7D | -13.4% | +1.8% | -15.3% | -13.9% |
| 30D | -22.1% | +4.1% | -26.1% | -23.0% |
| 3M | +15.0% | -4.8% | +19.8% | +16.2% |
| 6M | -37.3% | +68.6% | -105.9% | -48.3% |
| YTD | -26.5% | -8.5% | -18.0% | -23.5% |
| 1Y | -46.5% | -12.1% | -34.4% | -43.5% |
| 3Y | +121.1% | -13.2% | +134.3% | +121.3% |
| All | +121.1% | -12.7% | +133.8% | +121.3% |
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 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