-26.4%
WDAY vs MKSI
+190.8%
-217.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.3% |
| 7D | -5.2% | +2.7% | -7.8% | -5.2% |
| 30D | +5.9% | -12.8% | +18.7% | +6.1% |
| 3M | +42.3% | -22.5% | +64.8% | +41.7% |
| 6M | +34.7% | +19.4% | +15.3% | +26.4% |
| YTD | -13.5% | +67.7% | -81.3% | -24.4% |
| 1Y | -18.1% | +131.4% | -149.5% | -33.5% |
| 3Y | -26.4% | +197.3% | -223.7% | -49.4% |
| All | -26.4% | +190.8% | -217.2% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 3y: compounded portfolio wealth divided by compounded MKSI 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…
3y analysis · Full analysis span regression · 6 months rolling