+123.9%
WDAY vs MMM
+88.0%
+35.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.0% |
| 7D | -4.0% | +5.8% | -9.8% | -5.8% |
| 30D | +1.9% | +17.9% | -16.0% | -3.5% |
| 3M | +5.9% | +3.6% | +2.3% | +4.3% |
| 6M | +48.8% | +32.9% | +15.9% | +34.6% |
| YTD | -11.4% | +19.5% | -30.9% | -17.5% |
| 1Y | -15.5% | +16.5% | -32.1% | -20.7% |
| 3Y | -15.6% | +167.2% | -182.8% | -43.4% |
| 5Y | -35.2% | +48.2% | -83.4% | -45.5% |
| 10Y | +123.9% | +83.0% | +40.8% | +70.5% |
| All | +123.9% | +88.0% | +35.8% | +70.5% |
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