+78.6%
WDAY vs MDB
+929.6%
-851.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -4.8% | +11.6% | -16.3% | -8.2% |
| 30D | +2.5% | -8.9% | +11.4% | +4.6% |
| 3M | +8.8% | -22.4% | +31.2% | +15.2% |
| 6M | +60.7% | +10.1% | +50.7% | +50.7% |
| YTD | -11.2% | -19.0% | +7.8% | -10.2% |
| 1Y | -15.6% | -7.0% | -8.6% | -19.2% |
| 3Y | -17.1% | -9.8% | -7.3% | -28.5% |
| 5Y | -35.7% | -40.1% | +4.4% | -44.7% |
| All | +78.6% | +929.6% | -851.1% | -49.0% |
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 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