-25.0%
WDAY vs MSTZ
-99.2%
+74.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.2% | -13.0% | -4.5% |
| 7D | -6.1% | -25.4% | +19.3% | -7.0% |
| 30D | +3.7% | -60.9% | +64.6% | +0.2% |
| 3M | +29.6% | -54.2% | +83.8% | +27.5% |
| 6M | +23.3% | -65.0% | +88.3% | +20.9% |
| YTD | -13.3% | -76.5% | +63.2% | -14.7% |
| 1Y | -19.6% | -23.4% | +3.7% | -15.7% |
| All | -25.0% | -99.2% | +74.2% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling