+16.0%
WDAY vs MRNA
+516.4%
-500.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +0.1% |
| 7D | -7.4% | -10.1% | +2.7% | -6.9% |
| 30D | +1.0% | +126.7% | -125.7% | -7.5% |
| 3M | +32.7% | +184.1% | -151.4% | +19.1% |
| 6M | +25.6% | +143.3% | -117.7% | +13.7% |
| YTD | -13.4% | +359.9% | -373.2% | -26.2% |
| 1Y | -19.4% | +454.2% | -473.6% | -32.7% |
| 3Y | -25.8% | +26.0% | -51.8% | -32.3% |
| 5Y | -31.1% | -70.3% | +39.2% | -34.0% |
| All | +16.0% | +516.4% | -500.4% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling