-15.6%
WDAY vs MSFU
+34.7%
-50.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.8% | -3.2% |
| 7D | -4.0% | +14.6% | -18.6% | -8.7% |
| 30D | +1.9% | +2.1% | -0.2% | +0.5% |
| 3M | +5.9% | +14.7% | -8.8% | +0.2% |
| 6M | +48.8% | +55.7% | -6.9% | +25.0% |
| YTD | -11.4% | +7.1% | -18.5% | -17.5% |
| 1Y | -15.5% | -0.5% | -15.0% | -19.9% |
| 3Y | -15.6% | +35.7% | -51.4% | -31.4% |
| All | -15.6% | +34.7% | -50.4% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 3y: compounded portfolio wealth divided by compounded MSFU 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…
3y analysis · Full analysis span regression · 6 months rolling