+303.5%
WDAY vs MKC
+100.4%
+203.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.9% | +2.7% |
| 7D | +1.8% | -3.0% | +4.8% | +2.8% |
| 30D | +4.1% | +4.8% | -0.8% | +2.5% |
| 3M | -4.8% | -12.8% | +8.0% | -0.8% |
| 6M | +68.6% | +5.0% | +63.6% | +66.8% |
| YTD | -8.5% | -29.1% | +20.5% | +0.4% |
| 1Y | -12.1% | -26.4% | +14.3% | -4.8% |
| 3Y | -13.2% | -21.6% | +8.4% | -9.9% |
| 5Y | -33.7% | -35.2% | +1.5% | -27.4% |
| 10Y | +137.4% | +25.6% | +111.8% | +100.2% |
| All | +303.5% | +100.4% | +203.1% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling