-19.6%
WDAY vs M
+31.9%
-51.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -4.7% |
| 7D | -6.1% | +2.4% | -8.5% | -6.2% |
| 30D | +3.7% | -11.6% | +15.3% | +4.4% |
| 3M | +29.6% | +1.6% | +28.0% | +30.1% |
| 6M | +23.3% | +25.2% | -1.9% | +22.1% |
| YTD | -13.3% | +3.8% | -17.0% | -11.4% |
| 1Y | -19.6% | +36.3% | -56.0% | -21.2% |
| All | -19.6% | +31.9% | -51.6% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling