-35.1%
WDAY vs MLM
+29.9%
-65.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -4.6% | -2.9% | -1.7% | -3.4% |
| 30D | +1.2% | +10.4% | -9.2% | -3.6% |
| 3M | +2.6% | -3.7% | +6.3% | +3.9% |
| 6M | +47.8% | -10.3% | +58.0% | +53.5% |
| YTD | -12.1% | -14.8% | +2.8% | -7.8% |
| 1Y | -17.1% | -13.9% | -3.3% | -13.8% |
| 3Y | -17.9% | +18.4% | -36.3% | -32.9% |
| 5Y | -35.1% | +31.8% | -66.9% | -54.1% |
| All | -35.1% | +29.9% | -65.0% | -54.1% |
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