+144.0%
WDAY vs MDT
+62.9%
+81.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.2% | +2.1% |
| 7D | +1.8% | +1.0% | +0.8% | +1.3% |
| 30D | +4.1% | +9.2% | -5.1% | -0.7% |
| 3M | -4.8% | +14.5% | -19.3% | -11.5% |
| 6M | +68.6% | +37.3% | +31.3% | +42.9% |
| YTD | -8.5% | +9.8% | -18.4% | -13.8% |
| 1Y | -12.1% | +10.5% | -22.6% | -17.5% |
| 3Y | -13.2% | +57.4% | -70.6% | -35.3% |
| 5Y | -33.7% | +1.2% | -34.9% | -36.6% |
| All | +144.0% | +62.9% | +81.0% | +70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling