-33.5%
WDAY vs MLM
+25.7%
-59.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.8% | +3.4% |
| 7D | +1.8% | -0.9% | +2.7% | +2.2% |
| 30D | +4.1% | +9.0% | -5.0% | -0.4% |
| 3M | -4.8% | -5.6% | +0.7% | -2.8% |
| 6M | +68.6% | -10.7% | +79.3% | +75.2% |
| YTD | -8.5% | -17.2% | +8.6% | -2.9% |
| 1Y | -12.1% | -14.2% | +2.1% | -8.7% |
| 3Y | -13.2% | +15.6% | -28.8% | -28.4% |
| All | -33.5% | +25.7% | -59.2% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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