+282.1%
WDAY vs MRSH
+562.3%
-280.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +1.4% |
| 7D | -7.4% | -5.9% | -1.5% | -3.1% |
| 30D | +1.0% | -7.3% | +8.3% | +7.0% |
| 3M | +32.7% | +7.4% | +25.2% | +27.1% |
| 6M | +25.6% | -0.7% | +26.3% | +26.9% |
| YTD | -13.4% | -3.2% | -10.2% | -11.4% |
| 1Y | -19.4% | -10.6% | -8.8% | -13.1% |
| 3Y | -25.8% | -4.6% | -21.2% | -25.6% |
| 5Y | -31.1% | +19.3% | -50.4% | -41.8% |
| 10Y | +113.3% | +217.3% | -103.9% | -17.8% |
| All | +282.1% | +562.3% | -280.2% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling