+136.8%
WDAY vs MAR
+531.5%
-394.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -4.8% | +1.8% | -6.5% | -5.4% |
| 30D | +2.5% | +14.3% | -11.8% | -2.9% |
| 3M | +8.8% | +20.0% | -11.3% | +1.0% |
| 6M | +60.7% | +21.7% | +39.0% | +47.4% |
| YTD | -11.2% | +37.7% | -48.9% | -23.4% |
| 1Y | -15.6% | +46.8% | -62.4% | -29.3% |
| 3Y | -17.1% | +121.0% | -138.1% | -42.2% |
| 5Y | -35.7% | +183.1% | -218.8% | -59.9% |
| All | +136.8% | +531.5% | -394.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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