-30.6%
WDAY vs MCK
+345.1%
-375.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -5.2% | -2.9% | -2.2% | -4.9% |
| 30D | +5.9% | +0.4% | +5.5% | +5.9% |
| 3M | +42.3% | +12.1% | +30.2% | +41.1% |
| 6M | +34.7% | -5.4% | +40.2% | +34.5% |
| YTD | -13.5% | +7.8% | -21.3% | -14.5% |
| 1Y | -18.1% | +22.9% | -41.0% | -20.4% |
| 3Y | -26.4% | +110.7% | -137.1% | -33.8% |
| All | -30.6% | +345.1% | -375.7% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 5y: compounded portfolio wealth divided by compounded MCK 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…
5y analysis · Full analysis span regression · 6 months rolling