+117.3%
WDAY vs MOD
+1,642.7%
-1,525.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.3% | -9.7% | -5.8% |
| 7D | -4.4% | +9.6% | -13.9% | -5.2% |
| 30D | +14.7% | 0.0% | +14.7% | +14.6% |
| 3M | +32.4% | -35.4% | +67.7% | +36.6% |
| 6M | +36.9% | -7.3% | +44.2% | +34.1% |
| YTD | -8.8% | +45.8% | -54.6% | -16.6% |
| 1Y | -15.3% | +43.1% | -58.4% | -23.1% |
| 3Y | -21.2% | +297.7% | -318.9% | -41.8% |
| 5Y | -29.5% | +1,478.8% | -1,508.3% | -59.2% |
| All | +117.3% | +1,642.7% | -1,525.4% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling