+111.5%
WDAY vs MKC
+29.3%
+82.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -10.5% | -2.8% | -7.7% | -9.7% |
| 30D | +2.1% | -3.4% | +5.5% | +3.3% |
| 3M | +34.6% | +3.8% | +30.9% | +33.8% |
| 6M | +29.9% | -17.9% | +47.8% | +37.2% |
| YTD | -13.8% | -23.6% | +9.8% | -7.7% |
| 1Y | -18.3% | -23.1% | +4.8% | -12.9% |
| 3Y | -26.2% | -31.5% | +5.4% | -19.5% |
| 5Y | -30.8% | -33.1% | +2.3% | -24.9% |
| All | +111.5% | +29.3% | +82.2% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling