-30.9%
WDAY vs MKSI
+80.3%
-111.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -10.5% | +4.9% | -15.4% | -11.3% |
| 30D | +2.1% | -11.0% | +13.1% | +3.7% |
| 3M | +34.6% | -17.1% | +51.7% | +33.5% |
| 6M | +29.9% | +16.4% | +13.5% | +15.8% |
| YTD | -13.8% | +64.3% | -78.1% | -32.2% |
| 1Y | -18.3% | +137.7% | -156.0% | -44.1% |
| 3Y | -26.2% | +189.1% | -215.3% | -58.9% |
| All | -30.9% | +80.3% | -111.2% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling