-31.1%
WDAY vs MDY
+45.8%
-76.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.8% |
| 7D | -7.4% | -0.8% | -6.6% | -6.7% |
| 30D | +1.0% | -3.9% | +4.9% | +4.4% |
| 3M | +32.7% | 0.0% | +32.7% | +32.0% |
| 6M | +25.6% | +8.5% | +17.0% | +14.9% |
| YTD | -13.4% | +13.2% | -26.6% | -24.2% |
| 1Y | -19.4% | +15.0% | -34.4% | -30.6% |
| 3Y | -25.8% | +49.6% | -75.3% | -52.2% |
| 5Y | -31.1% | +46.0% | -77.1% | -55.6% |
| All | -31.1% | +45.8% | -76.9% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling