-26.6%
WDAY vs MCO
+40.3%
-66.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.4% |
| 7D | -10.5% | -7.3% | -3.2% | -6.1% |
| 30D | +2.1% | -1.7% | +3.8% | +3.6% |
| 3M | +34.6% | +3.9% | +30.7% | +32.9% |
| 6M | +29.9% | +3.8% | +26.1% | +28.6% |
| YTD | -13.8% | -7.9% | -5.9% | -9.6% |
| 1Y | -18.3% | -6.8% | -11.4% | -15.0% |
| All | -26.6% | +40.3% | -66.9% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling