+314.5%
WDAY vs MLM
+659.0%
-344.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.1% |
| 7D | -1.2% | +9.1% | -10.4% | -4.6% |
| 30D | +6.8% | +14.6% | -7.8% | +1.2% |
| 3M | +17.8% | +0.3% | +17.5% | +17.4% |
| 6M | +57.8% | -7.5% | +65.3% | +60.9% |
| YTD | -6.0% | -10.2% | +4.2% | -4.0% |
| 1Y | -13.5% | -10.5% | -3.1% | -11.7% |
| 3Y | -7.6% | +27.8% | -35.4% | -19.4% |
| 5Y | -30.5% | +38.9% | -69.4% | -42.0% |
| 10Y | +143.9% | +211.4% | -67.6% | +39.1% |
| All | +314.5% | +659.0% | -344.5% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling