-21.9%
WDAY vs MAR
+72.7%
-94.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -4.4% | -4.2% | -0.2% | -3.2% |
| 30D | +14.7% | -6.7% | +21.4% | +17.0% |
| 3M | +32.4% | -12.5% | +44.9% | +37.4% |
| 6M | +36.9% | +0.6% | +36.3% | +34.1% |
| YTD | -8.8% | +9.1% | -18.0% | -13.9% |
| 1Y | -15.3% | +26.2% | -41.5% | -25.5% |
| All | -21.9% | +72.7% | -94.6% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling