-34.1%
WDAY vs MLM
+23.5%
-57.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.8% |
| 7D | -2.5% | -4.1% | +1.6% | -0.7% |
| 30D | +4.7% | +8.2% | -3.5% | +0.6% |
| 3M | +13.3% | -3.6% | +16.9% | +14.8% |
| 6M | +57.3% | -15.6% | +72.9% | +68.2% |
| YTD | -10.2% | -16.4% | +6.2% | -5.0% |
| 1Y | -14.1% | -14.3% | +0.3% | -10.5% |
| 3Y | -11.7% | +19.3% | -31.0% | -28.5% |
| All | -34.1% | +23.5% | -57.6% | -51.8% |
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