-13.2%
WDAY vs MDB
-11.2%
-2.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.7% | +3.4% |
| 7D | +1.8% | +6.8% | -5.0% | +0.2% |
| 30D | +4.1% | -6.2% | +10.3% | +4.9% |
| 3M | -4.8% | -29.2% | +24.4% | +1.4% |
| 6M | +68.6% | +10.3% | +58.3% | +61.7% |
| YTD | -8.5% | -20.4% | +11.8% | -7.8% |
| 1Y | -12.1% | -4.8% | -7.3% | -14.7% |
| 3Y | -13.2% | -11.6% | -1.6% | -20.5% |
| All | -13.2% | -11.2% | -2.0% | -20.5% |
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