-21.8%
WDAY vs MMM
+106.2%
-128.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -4.4% | -3.3% | -1.0% | -3.8% |
| 30D | +14.7% | -7.0% | +21.8% | +16.2% |
| 3M | +32.4% | +10.8% | +21.6% | +29.7% |
| 6M | +36.9% | +5.8% | +31.1% | +35.2% |
| YTD | -8.8% | +6.8% | -15.6% | -10.3% |
| 1Y | -15.3% | +10.4% | -25.7% | -17.3% |
| All | -21.8% | +106.2% | -128.0% | -34.2% |
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