+112.2%
WDAY vs MDY
+177.2%
-65.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.4% |
| 7D | -5.2% | -1.9% | -3.3% | -3.6% |
| 30D | +5.9% | -4.6% | +10.6% | +10.3% |
| 3M | +42.3% | -1.2% | +43.5% | +43.3% |
| 6M | +34.7% | +9.2% | +25.5% | +22.7% |
| YTD | -13.5% | +13.1% | -26.6% | -23.9% |
| 1Y | -18.1% | +13.0% | -31.1% | -27.9% |
| 3Y | -26.4% | +49.2% | -75.6% | -50.6% |
| 5Y | -30.6% | +47.2% | -77.8% | -52.5% |
| All | +112.2% | +177.2% | -65.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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