-28.6%
WDAY vs M
+27.3%
-55.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.9% |
| 7D | -4.4% | +4.7% | -9.1% | -5.2% |
| 30D | +14.7% | -9.6% | +24.4% | +16.9% |
| 3M | +32.4% | +0.9% | +31.5% | +31.7% |
| 6M | +36.9% | +22.3% | +14.6% | +30.6% |
| YTD | -8.8% | +6.5% | -15.4% | -10.9% |
| 1Y | -15.3% | +38.8% | -54.1% | -21.9% |
| 3Y | -21.2% | +115.9% | -137.1% | -37.9% |
| All | -28.6% | +27.3% | -55.9% | -35.8% |
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