+57.3%
WDAY vs M
+19.3%
+38.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -3.3% |
| 7D | -2.5% | -4.3% | +1.8% | -2.1% |
| 30D | +4.7% | +1.3% | +3.4% | +4.7% |
| 3M | +13.3% | -7.4% | +20.7% | +13.7% |
| 6M | +57.3% | +18.3% | +39.0% | +69.4% |
| All | +57.3% | +19.3% | +38.0% | +69.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling