+311.1%
WDAY vs MAS
+718.5%
-407.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.6% |
| 7D | +2.4% | +4.6% | -2.1% | +0.5% |
| 30D | +7.3% | +19.9% | -12.6% | -0.6% |
| 3M | +17.3% | +8.9% | +8.4% | +12.8% |
| 6M | +55.3% | +20.2% | +35.2% | +41.2% |
| YTD | -6.8% | +33.9% | -40.7% | -20.9% |
| 1Y | -13.8% | +34.7% | -48.4% | -27.2% |
| 3Y | -8.4% | +60.4% | -68.7% | -31.4% |
| 5Y | -31.0% | +43.5% | -74.4% | -46.5% |
| 10Y | +141.8% | +226.7% | -84.9% | +24.5% |
| All | +311.1% | +718.5% | -407.4% | +63.3% |
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