-35.2%
WDAY vs MPWR
+161.8%
-197.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +16.6% | -18.0% | -4.1% |
| 7D | -4.0% | +11.6% | -15.6% | -6.2% |
| 30D | +1.9% | +0.1% | +1.8% | +1.3% |
| 3M | +5.9% | -0.8% | +6.7% | +4.6% |
| 6M | +48.8% | -13.0% | +61.8% | +47.7% |
| YTD | -11.4% | +53.9% | -65.4% | -26.7% |
| 1Y | -15.5% | +45.8% | -61.3% | -29.1% |
| 3Y | -15.6% | +194.3% | -209.9% | -51.2% |
| 5Y | -35.2% | +160.1% | -195.3% | -65.4% |
| All | -35.2% | +161.8% | -197.0% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling