-31.1%
WDAY vs MAR
+158.8%
-189.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.5% |
| 7D | -7.4% | -0.5% | -6.9% | -7.1% |
| 30D | +1.0% | -4.7% | +5.7% | +3.0% |
| 3M | +32.7% | -15.6% | +48.3% | +42.3% |
| 6M | +25.6% | +1.2% | +24.4% | +22.4% |
| YTD | -13.4% | +7.5% | -20.9% | -18.6% |
| 1Y | -19.4% | +26.6% | -46.0% | -30.9% |
| 3Y | -25.8% | +66.0% | -91.7% | -46.1% |
| 5Y | -31.1% | +154.1% | -185.2% | -59.4% |
| All | -31.1% | +158.8% | -189.9% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling