+5,778.3%
MU vs WDAY
+109.7%
+5,668.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | 0.0% |
| 7D | +7.2% | -6.1% | +13.3% | +9.2% |
| 30D | +14.0% | +3.7% | +10.3% | +11.2% |
| 3M | +5.4% | +29.6% | -24.2% | -8.7% |
| 6M | +170.3% | +23.3% | +146.9% | +131.7% |
| YTD | +250.7% | -13.3% | +263.9% | +247.5% |
| 1Y | +662.1% | -19.6% | +681.7% | +676.8% |
| 3Y | +1,341.2% | -25.7% | +1,366.9% | +1,370.0% |
| 5Y | +1,319.3% | -31.6% | +1,350.9% | +1,350.0% |
| 10Y | +5,778.3% | +109.9% | +5,668.4% | +3,274.7% |
| All | +5,778.3% | +109.7% | +5,668.6% | +3,274.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling