-13.5%
WDAY vs MMM
+22.1%
-35.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.5% | -7.6% | +1.8% |
| 7D | -1.2% | +12.2% | -13.5% | -1.4% |
| 30D | +6.8% | +18.8% | -12.0% | +6.5% |
| 3M | +17.8% | +7.4% | +10.5% | +17.1% |
| 6M | +57.8% | +38.3% | +19.5% | +57.8% |
| YTD | -6.0% | +22.9% | -28.9% | -5.1% |
| 1Y | -13.5% | +23.0% | -36.6% | -15.8% |
| All | -13.5% | +22.1% | -35.6% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling