-13.5%
WDAY vs MDB
-8.5%
-5.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.6% |
| 7D | -1.2% | -16.5% | +15.3% | +3.7% |
| 30D | +6.8% | -8.6% | +15.4% | +8.6% |
| 3M | +17.8% | -13.6% | +31.4% | +20.2% |
| 6M | +57.8% | +24.1% | +33.8% | +45.2% |
| YTD | -6.0% | -21.8% | +15.7% | -7.6% |
| 1Y | -13.5% | -7.7% | -5.8% | -16.0% |
| All | -13.5% | -8.5% | -5.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling