+302.1%
WDAY vs MET
+392.7%
-90.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.7% |
| 7D | -4.4% | +1.2% | -5.5% | -4.8% |
| 30D | +14.7% | +1.4% | +13.3% | +14.0% |
| 3M | +32.4% | +17.7% | +14.7% | +23.8% |
| 6M | +36.9% | +35.0% | +1.9% | +20.6% |
| YTD | -8.8% | +26.3% | -35.1% | -17.5% |
| 1Y | -15.3% | +22.8% | -38.1% | -22.5% |
| 3Y | -21.2% | +65.9% | -87.1% | -37.3% |
| 5Y | -29.5% | +85.4% | -114.9% | -47.3% |
| 10Y | +120.0% | +253.7% | -133.7% | +9.5% |
| All | +302.1% | +392.7% | -90.6% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling