+153.8%
MU vs WDAY
+35.8%
+118.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.4% | +11.5% | +3.2% |
| 7D | +9.0% | -4.4% | +13.3% | +6.7% |
| 30D | +13.8% | +14.7% | -0.9% | +24.0% |
| 3M | +2.1% | +32.4% | -30.3% | +34.4% |
| 6M | +153.8% | +36.9% | +116.9% | +228.5% |
| All | +153.8% | +35.8% | +118.0% | +228.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling