-25.7%
WDAY vs MSFU
+29.4%
-55.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.5% | -4.1% |
| 7D | -6.1% | -3.2% | -2.9% | -5.0% |
| 30D | +3.7% | -3.1% | +6.8% | +5.0% |
| 3M | +29.6% | +35.3% | -5.7% | +14.8% |
| 6M | +23.3% | +31.6% | -8.3% | +10.4% |
| YTD | -13.3% | -9.5% | -3.7% | -13.6% |
| 1Y | -19.6% | -18.4% | -1.2% | -18.1% |
| 3Y | -25.7% | +26.9% | -52.6% | -38.6% |
| All | -25.7% | +29.4% | -55.1% | -38.6% |
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