+5,874.3%
MU vs WDAY
+120.4%
+5,753.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.4% | +11.5% | +7.9% |
| 7D | +9.0% | -4.4% | +13.3% | +10.3% |
| 30D | +13.8% | +14.7% | -0.9% | +7.3% |
| 3M | +2.1% | +32.4% | -30.3% | -11.9% |
| 6M | +153.8% | +36.9% | +116.9% | +108.4% |
| YTD | +256.4% | -8.8% | +265.2% | +247.4% |
| 1Y | +719.8% | -15.3% | +735.0% | +720.8% |
| 3Y | +1,360.4% | -21.2% | +1,381.6% | +1,358.8% |
| 5Y | +1,312.4% | -29.5% | +1,341.9% | +1,334.9% |
| All | +5,874.3% | +120.4% | +5,753.9% | +3,274.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling