-30.9%
WDAY vs MGY
+88.4%
-119.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -10.5% | +1.8% | -12.4% | -10.8% |
| 30D | +2.1% | +6.5% | -4.4% | +1.0% |
| 3M | +34.6% | +0.3% | +34.3% | +34.1% |
| 6M | +29.9% | -2.4% | +32.3% | +29.9% |
| YTD | -13.8% | +29.0% | -42.8% | -18.0% |
| 1Y | -18.3% | +17.0% | -35.3% | -21.0% |
| 3Y | -26.2% | +26.2% | -52.3% | -30.7% |
| All | -30.9% | +88.4% | -119.3% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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