+111.5%
WDAY vs MDT
+40.9%
+70.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -10.5% | -1.6% | -9.0% | -9.8% |
| 30D | +2.1% | +1.0% | +1.1% | +1.6% |
| 3M | +34.6% | +15.2% | +19.4% | +25.6% |
| 6M | +29.9% | +3.7% | +26.2% | +26.9% |
| YTD | -13.8% | -3.0% | -10.8% | -13.2% |
| 1Y | -18.3% | +2.5% | -20.7% | -20.3% |
| 3Y | -26.2% | +26.5% | -52.6% | -37.9% |
| 5Y | -30.8% | -18.3% | -12.5% | -25.4% |
| All | +111.5% | +40.9% | +70.6% | +67.7% |
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