-15.3%
WDAY vs MOD
+45.0%
-60.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.3% | -9.7% | -4.4% |
| 7D | -4.4% | +9.6% | -13.9% | -2.4% |
| 30D | +14.7% | 0.0% | +14.7% | +15.1% |
| 3M | +32.4% | -35.4% | +67.7% | +25.0% |
| 6M | +36.9% | -7.3% | +44.2% | +36.9% |
| YTD | -8.8% | +45.8% | -54.6% | -6.1% |
| 1Y | -15.3% | +43.1% | -58.4% | -10.2% |
| All | -15.3% | +45.0% | -60.3% | -10.2% |
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