-25.7%
WDAY vs MDT
+28.1%
-53.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.4% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | +3.7% | +6.0% | -2.3% | +2.3% |
| 3M | +29.6% | +15.5% | +14.0% | +26.1% |
| 6M | +23.3% | +3.4% | +19.9% | +22.2% |
| YTD | -13.3% | -2.2% | -11.1% | -13.5% |
| 1Y | -19.6% | +2.6% | -22.2% | -20.5% |
| 3Y | -25.7% | +27.5% | -53.2% | -30.1% |
| All | -25.7% | +28.1% | -53.8% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling