-15.6%
WDAY vs MSTZ
-52.7%
+37.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.8% | -13.1% | +0.3% |
| 7D | -4.8% | +25.6% | -30.3% | -3.6% |
| 30D | +2.5% | +50.6% | -48.1% | +5.0% |
| 3M | +8.8% | -64.5% | +73.3% | +5.3% |
| 6M | +60.7% | -14.0% | +74.7% | +63.7% |
| YTD | -11.2% | -76.4% | +65.1% | -12.8% |
| 1Y | -15.6% | -56.2% | +40.6% | -17.2% |
| All | -15.6% | -52.7% | +37.1% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling