-25.7%
WDAY vs MET
+66.4%
-92.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.9% |
| 7D | -6.1% | +1.1% | -7.2% | -6.5% |
| 30D | +3.7% | -2.3% | +6.0% | +4.9% |
| 3M | +29.6% | +13.9% | +15.7% | +22.9% |
| 6M | +23.3% | +34.8% | -11.5% | +8.7% |
| YTD | -13.3% | +23.5% | -36.8% | -20.7% |
| 1Y | -19.6% | +23.4% | -43.0% | -26.6% |
| 3Y | -25.7% | +64.9% | -90.5% | -40.4% |
| All | -25.7% | +66.4% | -92.1% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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