+990.2%
MSTR vs WDAY
+301.5%
+688.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +1.4% |
| 7D | -1.2% | -2.5% | +1.3% | 0.0% |
| 30D | -15.9% | +4.7% | -20.6% | -17.8% |
| 3M | +33.1% | +13.3% | +19.8% | +23.8% |
| 6M | -31.0% | +57.3% | -88.3% | -46.9% |
| YTD | -15.1% | -10.2% | -5.0% | -15.3% |
| 1Y | -45.6% | -14.1% | -31.6% | -44.8% |
| 3Y | +180.5% | -11.7% | +192.2% | +169.1% |
| 5Y | +61.7% | -33.5% | +95.1% | +77.7% |
| 10Y | +578.0% | +133.1% | +445.0% | +383.2% |
| All | +990.2% | +301.5% | +688.8% | +594.9% |
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