+74.5%
WDAY vs MDB
+978.8%
-904.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.4% | -3.7% |
| 7D | -6.1% | -18.0% | +11.9% | -0.2% |
| 30D | +3.7% | -10.7% | +14.4% | +7.1% |
| 3M | +29.6% | +1.0% | +28.6% | +28.1% |
| 6M | +23.3% | +31.6% | -8.3% | +11.2% |
| YTD | -13.3% | -15.2% | +1.9% | -11.7% |
| 1Y | -19.6% | +10.1% | -29.8% | -25.9% |
| 3Y | -25.7% | -5.6% | -20.0% | -35.9% |
| 5Y | -31.6% | -24.5% | -7.0% | -45.2% |
| All | +74.5% | +978.8% | -904.3% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling