+144.0%
WDAY vs MDY
+165.3%
-21.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.2% | +3.2% |
| 7D | +1.8% | +2.3% | -0.4% | -0.2% |
| 30D | +4.1% | +2.0% | +2.1% | +2.0% |
| 3M | -4.8% | -5.6% | +0.8% | -0.5% |
| 6M | +68.6% | +1.3% | +67.3% | +64.8% |
| YTD | -8.5% | +12.3% | -20.9% | -19.4% |
| 1Y | -12.1% | +15.8% | -27.9% | -24.7% |
| 3Y | -13.2% | +56.5% | -69.7% | -44.6% |
| 5Y | -33.7% | +35.1% | -68.9% | -51.3% |
| All | +144.0% | +165.3% | -21.4% | -8.8% |
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