+314.5%
WDAY vs MAS
+747.7%
-433.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.7% | -0.3% |
| 7D | -1.2% | +14.2% | -15.4% | -6.6% |
| 30D | +6.8% | +26.8% | -20.0% | -3.3% |
| 3M | +17.8% | +13.1% | +4.7% | +11.6% |
| 6M | +57.8% | +27.9% | +29.9% | +39.8% |
| YTD | -6.0% | +38.7% | -44.7% | -21.4% |
| 1Y | -13.5% | +40.4% | -53.9% | -28.3% |
| 3Y | -7.6% | +66.1% | -73.7% | -31.8% |
| 5Y | -30.5% | +47.4% | -77.9% | -46.7% |
| 10Y | +143.9% | +238.3% | -94.5% | +23.8% |
| All | +314.5% | +747.7% | -433.2% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling