-11.7%
WDAY vs MDB
-9.9%
-1.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.3% | -4.3% |
| 7D | -2.5% | -11.4% | +8.9% | +0.1% |
| 30D | +4.7% | -13.8% | +18.5% | +7.6% |
| 3M | +13.3% | -15.5% | +28.8% | +15.9% |
| 6M | +57.3% | +17.9% | +39.4% | +49.1% |
| YTD | -10.2% | -25.5% | +15.3% | -8.1% |
| 1Y | -14.1% | -12.1% | -2.0% | -15.1% |
| 3Y | -11.7% | -5.9% | -5.8% | -21.5% |
| All | -11.7% | -9.9% | -1.8% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling