+25.6%
WDAY vs MKSI
+31.7%
-6.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | +0.3% |
| 7D | -7.4% | +6.6% | -14.0% | -4.6% |
| 30D | +1.0% | -8.2% | +9.2% | -1.7% |
| 3M | +32.7% | -16.4% | +49.1% | +27.0% |
| 6M | +25.6% | +23.0% | +2.6% | +33.0% |
| All | +25.6% | +31.7% | -6.1% | +33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling