+18.1%
WDAY vs MSFU
+76.3%
-58.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.2% | -1.2% | -3.8% |
| 7D | -4.4% | -5.7% | +1.3% | -2.2% |
| 30D | +14.7% | +4.2% | +10.6% | +13.0% |
| 3M | +32.4% | +27.9% | +4.5% | +17.6% |
| 6M | +36.9% | +37.1% | -0.2% | +18.0% |
| YTD | -8.8% | -7.4% | -1.5% | -9.5% |
| 1Y | -15.3% | -19.6% | +4.3% | -12.1% |
| 3Y | -21.2% | +33.2% | -54.4% | -40.6% |
| All | +18.1% | +76.3% | -58.2% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling