+109.9%
WDAY vs MMM
+54.6%
+55.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.2% | -4.7% |
| 7D | -6.1% | -1.6% | -4.5% | -5.6% |
| 30D | +3.7% | -8.0% | +11.7% | +6.4% |
| 3M | +29.6% | +9.4% | +20.2% | +25.4% |
| 6M | +23.3% | +10.2% | +13.1% | +18.4% |
| YTD | -13.3% | +6.1% | -19.4% | -15.9% |
| 1Y | -19.6% | +10.8% | -30.4% | -23.4% |
| 3Y | -25.7% | +104.8% | -130.5% | -45.0% |
| 5Y | -31.6% | +27.0% | -58.6% | -39.3% |
| 10Y | +109.9% | +53.8% | +56.2% | +61.1% |
| All | +109.9% | +54.6% | +55.4% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling