-20.8%
WDAY vs MPWR
+138.8%
-159.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.4% |
| 7D | -4.4% | -2.6% | -1.8% | -4.3% |
| 30D | +14.7% | -9.0% | +23.8% | +14.9% |
| 3M | +32.4% | -25.8% | +58.2% | +34.3% |
| 6M | +36.9% | +11.8% | +25.1% | +30.0% |
| YTD | -8.8% | +35.5% | -44.3% | -16.9% |
| 1Y | -15.3% | +45.3% | -60.6% | -24.4% |
| All | -20.8% | +138.8% | -159.6% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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