-30.9%
WDAY vs MCO
+26.6%
-57.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.6% |
| 7D | -10.5% | -7.3% | -3.2% | -5.3% |
| 30D | +2.1% | -1.7% | +3.8% | +3.8% |
| 3M | +34.6% | +3.9% | +30.7% | +32.1% |
| 6M | +29.9% | +3.8% | +26.1% | +27.8% |
| YTD | -13.8% | -7.9% | -5.9% | -8.3% |
| 1Y | -18.3% | -6.8% | -11.4% | -14.2% |
| 3Y | -26.2% | +40.9% | -67.1% | -46.1% |
| All | -30.9% | +26.6% | -57.5% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling