-28.6%
WDAY vs MSI
+103.4%
-132.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.9% |
| 7D | -4.4% | -3.7% | -0.7% | -2.6% |
| 30D | +14.7% | +6.8% | +7.9% | +10.3% |
| 3M | +32.4% | +14.3% | +18.1% | +23.2% |
| 6M | +36.9% | -1.6% | +38.4% | +36.7% |
| YTD | -8.8% | +22.8% | -31.6% | -20.2% |
| 1Y | -15.3% | -1.1% | -14.2% | -16.1% |
| 3Y | -21.2% | +70.5% | -91.7% | -48.1% |
| All | -28.6% | +103.4% | -132.0% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling