+123.9%
WDAY vs MOD
+1,005.7%
-881.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.9% | -11.3% | -2.2% |
| 7D | -4.0% | -13.9% | +9.9% | -3.2% |
| 30D | +1.9% | -41.5% | +43.5% | +6.1% |
| 3M | +5.9% | -45.7% | +51.6% | +10.5% |
| 6M | +48.8% | -61.1% | +109.9% | +58.1% |
| YTD | -11.4% | -20.5% | +9.1% | -15.3% |
| 1Y | -15.5% | -32.1% | +16.6% | -18.0% |
| 3Y | -15.6% | +146.5% | -162.1% | -35.7% |
| 5Y | -35.2% | +812.7% | -847.9% | -60.8% |
| 10Y | +123.9% | +966.8% | -843.0% | +26.0% |
| All | +123.9% | +1,005.7% | -881.9% | +26.0% |
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