+291.5%
WDAY vs MAR
+1,184.1%
-892.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | -4.8% | +1.8% | -6.5% | -5.5% |
| 30D | +2.5% | +14.3% | -11.8% | -3.2% |
| 3M | +8.8% | +20.0% | -11.3% | +0.5% |
| 6M | +60.7% | +21.7% | +39.0% | +46.5% |
| YTD | -11.2% | +37.7% | -48.9% | -24.2% |
| 1Y | -15.6% | +46.8% | -62.4% | -30.1% |
| 3Y | -17.1% | +121.0% | -138.1% | -43.6% |
| 5Y | -35.7% | +183.1% | -218.8% | -61.2% |
| 10Y | +130.4% | +532.4% | -402.0% | -17.1% |
| All | +291.5% | +1,184.1% | -892.6% | +4.9% |
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