-13.2%
WDAY vs MMM
+158.4%
-171.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.2% |
| 7D | +1.8% | -0.4% | +2.2% | +1.9% |
| 30D | +4.1% | +12.1% | -8.1% | +2.0% |
| 3M | -4.8% | +1.4% | -6.3% | -5.2% |
| 6M | +68.6% | +26.6% | +42.0% | +61.4% |
| YTD | -8.5% | +16.8% | -25.4% | -11.3% |
| 1Y | -12.1% | +10.1% | -22.2% | -13.6% |
| 3Y | -13.2% | +158.4% | -171.6% | -15.5% |
| All | -13.2% | +158.4% | -171.6% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling