+287.9%
WDAY vs MDT
+234.3%
+53.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | -4.6% | +2.7% | -7.3% | -6.0% |
| 30D | +1.2% | +14.8% | -13.6% | -6.0% |
| 3M | +2.6% | +14.6% | -12.0% | -4.7% |
| 6M | +47.8% | +35.7% | +12.1% | +25.8% |
| YTD | -12.1% | +8.5% | -20.5% | -16.7% |
| 1Y | -17.1% | +13.3% | -30.4% | -23.4% |
| 3Y | -17.9% | +58.6% | -76.4% | -38.8% |
| 5Y | -35.1% | -2.6% | -32.5% | -36.8% |
| 10Y | +130.1% | +60.0% | +70.2% | +63.6% |
| All | +287.9% | +234.3% | +53.7% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling