+282.1%
WDAY vs MKSI
+1,267.0%
-984.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -7.4% | +6.6% | -14.0% | -9.3% |
| 30D | +1.0% | -8.2% | +9.2% | +2.9% |
| 3M | +32.7% | -16.4% | +49.1% | +31.9% |
| 6M | +25.6% | +23.0% | +2.6% | +5.9% |
| YTD | -13.4% | +68.2% | -81.6% | -36.8% |
| 1Y | -19.4% | +148.6% | -167.9% | -50.9% |
| 3Y | -25.8% | +196.0% | -221.7% | -63.1% |
| 5Y | -31.1% | +87.4% | -118.5% | -59.9% |
| 10Y | +113.3% | +523.8% | -410.5% | -44.8% |
| All | +282.1% | +1,267.0% | -984.9% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling