+290.7%
WDAY vs MSI
+1,223.0%
-932.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.8% |
| 7D | -4.0% | +8.3% | -12.3% | -8.1% |
| 30D | +1.9% | +18.9% | -16.9% | -7.1% |
| 3M | +5.9% | +13.2% | -7.3% | -1.1% |
| 6M | +48.8% | +38.3% | +10.5% | +24.5% |
| YTD | -11.4% | +38.9% | -50.3% | -27.2% |
| 1Y | -15.5% | +36.7% | -52.2% | -30.1% |
| 3Y | -15.6% | +76.6% | -92.2% | -41.2% |
| 5Y | -35.2% | +124.5% | -159.7% | -61.1% |
| 10Y | +123.9% | +674.5% | -550.7% | -32.4% |
| All | +290.7% | +1,223.0% | -932.3% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling