+302.1%
WDAY vs MSCI
+2,387.6%
-2,085.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | -4.4% | +0.4% | -4.8% | -4.6% |
| 30D | +14.7% | +0.6% | +14.2% | +14.5% |
| 3M | +32.4% | -7.1% | +39.5% | +38.8% |
| 6M | +36.9% | +0.8% | +36.0% | +36.9% |
| YTD | -8.8% | +1.0% | -9.8% | -9.5% |
| 1Y | -15.3% | +4.3% | -19.6% | -18.1% |
| 3Y | -21.2% | +9.9% | -31.2% | -29.5% |
| 5Y | -29.5% | -6.8% | -22.7% | -31.9% |
| 10Y | +120.0% | +614.7% | -494.6% | -46.4% |
| All | +302.1% | +2,387.6% | -2,085.5% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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