+265.1%
MU vs WDAY
-14.6%
+279.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.0% | -9.0% | -6.2% |
| 7D | -19.1% | -1.2% | -17.9% | -19.5% |
| 30D | -25.2% | +6.8% | -32.1% | -23.0% |
| 3M | -10.9% | +17.8% | -28.7% | -3.1% |
| 6M | +38.0% | +57.8% | -19.8% | +83.7% |
| YTD | +178.8% | -6.0% | +184.9% | +296.9% |
| 1Y | +265.1% | -13.5% | +278.7% | +438.6% |
| All | +265.1% | -14.6% | +279.8% | +438.6% |
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