+112.2%
WDAY vs MKTX
+5.0%
+107.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -5.2% | -0.2% | -4.9% | -5.1% |
| 30D | +5.9% | +0.7% | +5.2% | +5.7% |
| 3M | +42.3% | +40.8% | +1.5% | +25.7% |
| 6M | +34.7% | -8.0% | +42.7% | +36.6% |
| YTD | -13.5% | -8.7% | -4.8% | -12.3% |
| 1Y | -18.1% | -11.8% | -6.2% | -16.2% |
| 3Y | -26.4% | -24.0% | -2.3% | -25.2% |
| 5Y | -30.6% | -60.3% | +29.7% | -12.0% |
| All | +112.2% | +5.0% | +107.2% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling