-11.7%
WDAY vs M
+100.8%
-112.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -3.0% |
| 7D | -2.5% | -4.3% | +1.8% | -2.0% |
| 30D | +4.7% | +1.3% | +3.4% | +4.4% |
| 3M | +13.3% | -7.4% | +20.7% | +14.2% |
| 6M | +57.3% | +18.3% | +39.0% | +52.9% |
| YTD | -10.2% | +7.6% | -17.8% | -11.6% |
| 1Y | -14.1% | +17.4% | -31.5% | -16.8% |
| 3Y | -11.7% | +108.4% | -120.0% | -24.9% |
| All | -11.7% | +100.8% | -112.5% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling