+12.0%
WDAY vs MSFU
+73.2%
-61.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | -5.2% | -1.8% | -3.4% | -4.5% |
| 30D | +5.9% | +0.5% | +5.5% | +5.9% |
| 3M | +42.3% | +51.9% | -9.6% | +17.6% |
| 6M | +34.7% | +35.0% | -0.2% | +16.9% |
| YTD | -13.5% | -9.0% | -4.5% | -13.5% |
| 1Y | -18.1% | -18.8% | +0.7% | -15.3% |
| 3Y | -26.4% | +25.5% | -51.9% | -42.7% |
| All | +12.0% | +73.2% | -61.1% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling