+296.2%
WDAY vs MSCI
+2,682.8%
-2,386.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.4% | -2.2% |
| 7D | -2.5% | +2.8% | -5.3% | -4.3% |
| 30D | +4.7% | +15.4% | -10.7% | -4.4% |
| 3M | +13.3% | +13.4% | -0.1% | +4.8% |
| 6M | +57.3% | +10.9% | +46.4% | +47.9% |
| YTD | -10.2% | +13.0% | -23.2% | -17.0% |
| 1Y | -14.1% | +12.0% | -26.1% | -20.3% |
| 3Y | -11.7% | +34.1% | -45.8% | -30.4% |
| 5Y | -33.5% | +3.9% | -37.4% | -39.8% |
| 10Y | +133.1% | +802.0% | -669.0% | -51.1% |
| All | +296.2% | +2,682.8% | -2,386.6% | -46.6% |
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