-13.5%
WDAY vs MDT
+20.2%
-33.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.2% | 0.0% |
| 7D | -1.2% | +10.7% | -12.0% | -4.5% |
| 30D | +6.8% | +19.3% | -12.5% | +0.7% |
| 3M | +17.8% | +22.8% | -4.9% | +10.5% |
| 6M | +57.8% | +36.4% | +21.5% | +48.1% |
| YTD | -6.0% | +12.1% | -18.1% | -14.2% |
| 1Y | -13.5% | +19.9% | -33.5% | -24.7% |
| All | -13.5% | +20.2% | -33.8% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling