-28.6%
WDAY vs MDB
-28.4%
-0.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -4.2% |
| 7D | -4.4% | -17.4% | +13.1% | +0.7% |
| 30D | +14.7% | -2.0% | +16.8% | +15.0% |
| 3M | +32.4% | -3.0% | +35.4% | +32.5% |
| 6M | +36.9% | +48.7% | -11.8% | +20.9% |
| YTD | -8.8% | -12.1% | +3.3% | -8.3% |
| 1Y | -15.3% | +14.5% | -29.8% | -21.9% |
| 3Y | -21.2% | -6.1% | -15.1% | -30.1% |
| All | -28.6% | -28.4% | -0.3% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling