+302.1%
WDAY vs MAS
+609.8%
-307.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -6.1% |
| 7D | -4.4% | -0.8% | -3.6% | -4.1% |
| 30D | +14.7% | -5.6% | +20.3% | +17.3% |
| 3M | +32.4% | +4.4% | +27.9% | +28.4% |
| 6M | +36.9% | +7.2% | +29.7% | +29.0% |
| YTD | -8.8% | +16.1% | -25.0% | -17.7% |
| 1Y | -15.3% | +0.1% | -15.4% | -18.6% |
| 3Y | -21.2% | +28.3% | -49.5% | -34.9% |
| 5Y | -29.5% | +30.5% | -60.0% | -43.2% |
| 10Y | +120.0% | +139.1% | -19.1% | +28.8% |
| All | +302.1% | +609.8% | -307.7% | +69.9% |
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