+120.4%
MSTR vs WDAY
-29.2%
+149.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | +2.0% |
| 7D | +12.2% | -4.4% | +16.5% | +15.3% |
| 30D | +45.2% | +14.7% | +30.4% | +30.6% |
| 3M | +10.4% | +32.4% | -22.0% | -12.0% |
| 6M | -2.5% | +36.9% | -39.4% | -27.5% |
| YTD | -6.0% | -8.8% | +2.8% | -4.1% |
| 1Y | -56.4% | -15.3% | -41.1% | -53.5% |
| 3Y | +306.3% | -21.2% | +327.5% | +303.2% |
| All | +120.4% | -29.2% | +149.6% | +163.4% |
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