+302.1%
WDAY vs MMM
+231.0%
+71.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -4.4% | -3.3% | -1.0% | -3.1% |
| 30D | +14.7% | -7.0% | +21.8% | +17.8% |
| 3M | +32.4% | +10.8% | +21.6% | +26.8% |
| 6M | +36.9% | +5.8% | +31.1% | +32.6% |
| YTD | -8.8% | +6.8% | -15.6% | -12.3% |
| 1Y | -15.3% | +10.4% | -25.7% | -19.9% |
| 3Y | -21.2% | +104.7% | -125.9% | -44.7% |
| 5Y | -29.5% | +23.6% | -53.1% | -37.9% |
| 10Y | +120.0% | +54.1% | +65.9% | +54.9% |
| All | +302.1% | +231.0% | +71.2% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling