-13.5%
WDAY vs MOD
-33.0%
+19.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -21.4% | +23.4% | -2.5% |
| 7D | -1.2% | -31.3% | +30.1% | -8.3% |
| 30D | +6.8% | -46.1% | +52.9% | -5.7% |
| 3M | +17.8% | -51.1% | +69.0% | +2.3% |
| 6M | +57.8% | -62.1% | +119.9% | +32.6% |
| YTD | -6.0% | -26.2% | +20.2% | -15.2% |
| 1Y | -13.5% | -32.6% | +19.0% | -22.5% |
| All | -13.5% | -33.0% | +19.4% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling