+314.5%
WDAY vs MPWR
+7,967.5%
-7,653.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.1% | +7.0% | +3.5% |
| 7D | -1.2% | +4.1% | -5.3% | -2.6% |
| 30D | +6.8% | -14.8% | +21.6% | +11.4% |
| 3M | +17.8% | -5.4% | +23.2% | +17.5% |
| 6M | +57.8% | -19.6% | +77.4% | +58.7% |
| YTD | -6.0% | +39.8% | -45.9% | -25.5% |
| 1Y | -13.5% | +32.5% | -46.1% | -30.3% |
| 3Y | -7.6% | +161.4% | -169.0% | -51.6% |
| 5Y | -30.5% | +144.5% | -175.0% | -65.8% |
| 10Y | +143.9% | +1,682.6% | -1,538.7% | -56.1% |
| All | +314.5% | +7,967.5% | -7,653.0% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling