+287.9%
WDAY vs MAR
+1,195.0%
-907.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.8% |
| 7D | -4.6% | +2.9% | -7.4% | -5.7% |
| 30D | +1.2% | +17.0% | -15.8% | -5.4% |
| 3M | +2.6% | +23.2% | -20.6% | -6.3% |
| 6M | +47.8% | +21.7% | +26.0% | +34.7% |
| YTD | -12.1% | +38.9% | -50.9% | -25.2% |
| 1Y | -17.1% | +48.7% | -65.8% | -31.7% |
| 3Y | -17.9% | +122.9% | -140.8% | -44.3% |
| 5Y | -35.1% | +177.5% | -212.6% | -60.5% |
| 10Y | +130.1% | +537.5% | -407.4% | -17.5% |
| All | +287.9% | +1,195.0% | -907.1% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling