-34.1%
WDAY vs M
-11.5%
-22.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -2.7% |
| 7D | -2.5% | -4.3% | +1.8% | -1.7% |
| 30D | +4.7% | +1.3% | +3.4% | +4.3% |
| 3M | +13.3% | -7.4% | +20.7% | +14.7% |
| 6M | +57.3% | +18.3% | +39.0% | +50.6% |
| YTD | -10.2% | +7.6% | -17.8% | -12.8% |
| 1Y | -14.1% | +17.4% | -31.5% | -18.3% |
| 3Y | -11.7% | +108.4% | -120.0% | -31.2% |
| All | -34.1% | -11.5% | -22.6% | -41.1% |
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