-13.5%
WDAY vs MAS
+40.8%
-54.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.7% | +2.3% |
| 7D | -1.2% | +14.2% | -15.4% | -0.3% |
| 30D | +6.8% | +26.8% | -20.0% | +8.6% |
| 3M | +17.8% | +13.1% | +4.7% | +18.4% |
| 6M | +57.8% | +27.9% | +29.9% | +62.5% |
| YTD | -6.0% | +38.7% | -44.7% | -1.0% |
| 1Y | -13.5% | +40.4% | -53.9% | -9.5% |
| All | -13.5% | +40.8% | -54.3% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling