+109.9%
WDAY vs MSI
+590.9%
-481.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.3% |
| 7D | -6.1% | -5.8% | -0.3% | -3.1% |
| 30D | +3.7% | -1.0% | +4.7% | +4.1% |
| 3M | +29.6% | +14.2% | +15.4% | +20.4% |
| 6M | +23.3% | +1.0% | +22.3% | +21.3% |
| YTD | -13.3% | +21.5% | -34.7% | -23.6% |
| 1Y | -19.6% | -2.1% | -17.5% | -20.4% |
| 3Y | -25.7% | +69.3% | -95.0% | -47.9% |
| 5Y | -31.6% | +99.3% | -130.9% | -57.0% |
| 10Y | +109.9% | +595.0% | -485.1% | -30.9% |
| All | +109.9% | +590.9% | -481.0% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling