+302.1%
WDAY vs MSI
+1,069.8%
-767.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.9% |
| 7D | -4.4% | -3.7% | -0.7% | -2.5% |
| 30D | +14.7% | +6.8% | +7.9% | +10.2% |
| 3M | +32.4% | +14.3% | +18.1% | +23.0% |
| 6M | +36.9% | -1.6% | +38.4% | +36.5% |
| YTD | -8.8% | +22.8% | -31.6% | -20.0% |
| 1Y | -15.3% | -1.1% | -14.2% | -16.6% |
| 3Y | -21.2% | +70.5% | -91.7% | -44.3% |
| 5Y | -29.5% | +102.8% | -132.3% | -55.3% |
| 10Y | +120.0% | +597.4% | -477.4% | -29.7% |
| All | +302.1% | +1,069.8% | -767.7% | +4.3% |
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