-26.6%
WDAY vs MKTX
-25.2%
-1.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -10.5% | -0.2% | -10.4% | -10.5% |
| 30D | +2.1% | +0.8% | +1.3% | +2.1% |
| 3M | +34.6% | +41.1% | -6.5% | +31.5% |
| 6M | +29.9% | -9.5% | +39.4% | +29.9% |
| YTD | -13.8% | -8.7% | -5.1% | -13.9% |
| 1Y | -18.3% | -10.0% | -8.3% | -18.4% |
| All | -26.6% | -25.2% | -1.4% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling