-34.1%
WDAY vs MNST
+100.5%
-134.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -1.9% |
| 7D | -2.5% | -3.4% | +0.9% | -1.2% |
| 30D | +4.7% | +6.6% | -1.9% | +2.1% |
| 3M | +13.3% | -2.9% | +16.2% | +14.4% |
| 6M | +57.3% | +18.4% | +38.9% | +46.2% |
| YTD | -10.2% | +19.3% | -29.5% | -17.6% |
| 1Y | -14.1% | +37.9% | -52.0% | -26.9% |
| 3Y | -11.7% | +62.9% | -74.6% | -32.8% |
| All | -34.1% | +100.5% | -134.6% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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