+78.1%
WDAY vs MDB
+892.0%
-813.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -2.9% |
| 7D | -4.0% | -0.9% | -3.1% | -3.9% |
| 30D | +1.9% | -15.2% | +17.1% | +6.4% |
| 3M | +5.9% | -17.9% | +23.8% | +10.1% |
| 6M | +48.8% | +9.3% | +39.5% | +39.7% |
| YTD | -11.4% | -22.0% | +10.6% | -9.3% |
| 1Y | -15.5% | -9.3% | -6.2% | -18.5% |
| 3Y | -15.6% | -10.4% | -5.2% | -27.1% |
| 5Y | -35.2% | -43.2% | +8.1% | -43.3% |
| All | +78.1% | +892.0% | -813.9% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling