-31.6%
WDAY vs MMM
+28.6%
-60.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.2% | -4.7% |
| 7D | -6.1% | -1.6% | -4.5% | -5.7% |
| 30D | +3.7% | -8.0% | +11.7% | +5.8% |
| 3M | +29.6% | +9.4% | +20.2% | +26.4% |
| 6M | +23.3% | +10.2% | +13.1% | +19.6% |
| YTD | -13.3% | +6.1% | -19.4% | -15.2% |
| 1Y | -19.6% | +10.8% | -30.4% | -22.6% |
| 3Y | -25.7% | +104.8% | -130.5% | -41.4% |
| 5Y | -31.6% | +27.0% | -58.6% | -39.9% |
| All | -31.6% | +28.6% | -60.1% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling