+125.4%
WDAY vs MOD
+911.6%
-786.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.7% | -9.3% | -4.1% |
| 7D | -2.5% | -25.5% | +23.1% | -0.4% |
| 30D | +4.7% | -49.0% | +53.7% | +10.2% |
| 3M | +13.3% | -49.8% | +63.1% | +19.1% |
| 6M | +57.3% | -64.8% | +122.1% | +68.5% |
| YTD | -10.2% | -27.6% | +17.5% | -13.4% |
| 1Y | -14.1% | -35.2% | +21.1% | -16.4% |
| 3Y | -11.7% | +137.1% | -148.8% | -32.6% |
| 5Y | -33.5% | +760.3% | -793.7% | -59.6% |
| All | +125.4% | +911.6% | -786.2% | +29.7% |
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