+25.6%
WDAY vs MCO
+2.6%
+22.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.6% |
| 7D | -7.4% | -3.1% | -4.2% | -3.3% |
| 30D | +1.0% | -0.5% | +1.5% | +2.2% |
| 3M | +32.7% | +5.7% | +27.0% | +25.0% |
| 6M | +25.6% | +3.0% | +22.6% | +22.8% |
| All | +25.6% | +2.6% | +22.9% | +22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling