-30.6%
WDAY vs MRNA
-67.9%
+37.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | 0.0% |
| 7D | -5.2% | -1.1% | -4.1% | -5.1% |
| 30D | +5.9% | +126.1% | -120.2% | -4.1% |
| 3M | +42.3% | +190.0% | -147.8% | +24.5% |
| 6M | +34.7% | +157.2% | -122.5% | +19.1% |
| YTD | -13.5% | +388.2% | -401.7% | -30.8% |
| 1Y | -18.1% | +467.0% | -485.1% | -36.5% |
| 3Y | -26.4% | +36.1% | -62.4% | -33.5% |
| All | -30.6% | -67.9% | +37.2% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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