-30.9%
WDAY vs MKTX
-60.5%
+29.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.9% |
| 3M | +34.6% | +41.1% | -6.5% | +22.0% |
| 6M | +29.9% | -9.5% | +39.4% | +32.9% |
| YTD | -13.8% | -8.7% | -5.1% | -12.2% |
| 1Y | -18.3% | -10.0% | -8.3% | -16.6% |
| 3Y | -26.2% | -24.6% | -1.5% | -25.4% |
| All | -30.9% | -60.5% | +29.6% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling