-14.3%
WDAY vs MDLN
-7.5%
-6.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.7% |
| 7D | -10.5% | -11.5% | +0.9% | -7.8% |
| 30D | +2.1% | -7.6% | +9.7% | +4.1% |
| 3M | +34.6% | -11.4% | +46.0% | +39.8% |
| 6M | +29.9% | -24.5% | +54.4% | +37.6% |
| YTD | -13.8% | -22.9% | +9.1% | -9.5% |
| All | -14.3% | -7.5% | -6.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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