-21.8%
WDAY vs MDB
-1.4%
-20.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -4.4% |
| 7D | -4.4% | -17.4% | +13.1% | -0.2% |
| 30D | +14.7% | -2.0% | +16.8% | +15.1% |
| 3M | +32.4% | -3.0% | +35.4% | +32.4% |
| 6M | +36.9% | +48.7% | -11.8% | +24.9% |
| YTD | -8.8% | -12.1% | +3.3% | -8.9% |
| 1Y | -15.3% | +14.5% | -29.8% | -20.1% |
| All | -21.8% | -1.4% | -20.5% | -31.0% |
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 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