+136.8%
WDAY vs MOD
+822.6%
-685.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -4.8% | +16.1% | -20.9% | -6.0% |
| 30D | +2.5% | -38.5% | +41.0% | +6.2% |
| 3M | +8.8% | -46.8% | +55.6% | +13.8% |
| 6M | +60.7% | -61.6% | +122.3% | +71.1% |
| YTD | -11.2% | -20.5% | +9.3% | -15.1% |
| 1Y | -15.6% | -28.0% | +12.4% | -18.7% |
| 3Y | -17.1% | +134.9% | -152.1% | -36.5% |
| 5Y | -35.7% | +833.2% | -868.8% | -61.5% |
| All | +136.8% | +822.6% | -685.8% | +29.3% |
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