-18.1%
WDAY vs MCO
-5.7%
-12.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -1.0% |
| 7D | -5.2% | -3.8% | -1.4% | -2.1% |
| 30D | +5.9% | -0.4% | +6.3% | +6.8% |
| 3M | +42.3% | +7.7% | +34.5% | +36.5% |
| 6M | +34.7% | +7.0% | +27.7% | +30.3% |
| YTD | -13.5% | -6.4% | -7.1% | -10.3% |
| 1Y | -18.1% | -7.6% | -10.4% | -14.6% |
| All | -18.1% | -5.7% | -12.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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