+123.9%
WDAY vs M
+3.7%
+120.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.1% | -9.5% | -2.4% |
| 7D | -4.0% | +2.5% | -6.5% | -4.4% |
| 30D | +1.9% | +10.1% | -8.1% | +0.5% |
| 3M | +5.9% | -0.9% | +6.8% | +5.7% |
| 6M | +48.8% | +30.2% | +18.6% | +42.9% |
| YTD | -11.4% | +16.3% | -27.7% | -14.0% |
| 1Y | -15.5% | +27.0% | -42.5% | -19.0% |
| 3Y | -15.6% | +154.5% | -170.1% | -28.4% |
| 5Y | -35.2% | -1.1% | -34.1% | -40.1% |
| 10Y | +123.9% | +0.5% | +123.4% | +87.3% |
| All | +123.9% | +3.7% | +120.1% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling