+302.1%
WDAY vs MKC
+119.9%
+182.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | -4.4% | -5.9% | +1.5% | -2.5% |
| 30D | +14.7% | -0.9% | +15.6% | +15.2% |
| 3M | +32.4% | +12.7% | +19.6% | +28.2% |
| 6M | +36.9% | -19.3% | +56.2% | +45.6% |
| YTD | -8.8% | -22.2% | +13.3% | -2.6% |
| 1Y | -15.3% | -23.3% | +8.0% | -9.4% |
| 3Y | -21.2% | -30.0% | +8.8% | -14.5% |
| 5Y | -29.5% | -33.8% | +4.3% | -23.0% |
| 10Y | +120.0% | +24.4% | +95.6% | +87.5% |
| All | +302.1% | +119.9% | +182.2% | +209.5% |
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