+847.8%
MU vs WDAY
-33.8%
+881.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.6% | +8.8% | +5.7% |
| 7D | -22.0% | -2.5% | -19.5% | -21.7% |
| 30D | -36.6% | +4.7% | -41.3% | -37.1% |
| 3M | -21.7% | +13.3% | -35.0% | -24.0% |
| 6M | +3.5% | +57.3% | -53.8% | -9.8% |
| YTD | +141.9% | -10.2% | +152.1% | +155.2% |
| 1Y | +189.8% | -14.1% | +203.9% | +211.3% |
| 3Y | +855.4% | -11.7% | +867.0% | +870.7% |
| All | +847.8% | -33.8% | +881.7% | +934.4% |
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