-33.5%
WDAY vs M
-3.3%
-30.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.8% |
| 7D | +1.8% | +7.0% | -5.2% | +0.4% |
| 30D | +4.1% | +8.9% | -4.8% | +2.1% |
| 3M | -4.8% | +4.5% | -9.3% | -6.1% |
| 6M | +68.6% | +36.2% | +32.4% | +56.9% |
| YTD | -8.5% | +15.1% | -23.7% | -12.4% |
| 1Y | -12.1% | +27.4% | -39.5% | -17.8% |
| 3Y | -13.2% | +160.1% | -173.3% | -35.8% |
| All | -33.5% | -3.3% | -30.3% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling