+282.1%
WDAY vs MKTX
+495.4%
-213.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -7.4% | +0.3% | -7.6% | -7.5% |
| 30D | +1.0% | +1.0% | +0.1% | +0.7% |
| 3M | +32.7% | +40.8% | -8.1% | +16.4% |
| 6M | +25.6% | -10.9% | +36.5% | +28.6% |
| YTD | -13.4% | -8.6% | -4.8% | -12.4% |
| 1Y | -19.4% | -11.6% | -7.8% | -17.7% |
| 3Y | -25.8% | -24.5% | -1.2% | -24.4% |
| 5Y | -31.1% | -60.7% | +29.6% | -12.1% |
| 10Y | +113.3% | +5.1% | +108.2% | +80.1% |
| All | +282.1% | +495.4% | -213.3% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling