-30.6%
WDAY vs MRSH
+18.2%
-48.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | -5.2% | -4.8% | -0.4% | -1.6% |
| 30D | +5.9% | -6.3% | +12.3% | +11.4% |
| 3M | +42.3% | +5.8% | +36.5% | +38.1% |
| 6M | +34.7% | +2.8% | +31.9% | +32.9% |
| YTD | -13.5% | -3.1% | -10.4% | -11.6% |
| 1Y | -18.1% | -11.3% | -6.8% | -11.2% |
| 3Y | -26.4% | -5.0% | -21.4% | -27.3% |
| All | -30.6% | +18.2% | -48.8% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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