-26.2%
WDAY vs MDY
+48.7%
-74.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.5% |
| 7D | -7.4% | -0.8% | -6.6% | -6.9% |
| 30D | +1.0% | -3.9% | +4.9% | +3.3% |
| 3M | +32.7% | 0.0% | +32.7% | +32.2% |
| 6M | +25.6% | +8.5% | +17.0% | +17.8% |
| YTD | -13.4% | +13.2% | -26.6% | -21.5% |
| 1Y | -19.4% | +15.0% | -34.4% | -27.8% |
| All | -26.2% | +48.7% | -74.9% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling