-16.6%
WDAY vs MOD
-33.9%
+17.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.9% | -11.3% | +0.7% |
| 7D | -4.0% | -13.9% | +9.9% | -6.3% |
| 30D | +1.9% | -41.5% | +43.5% | -8.4% |
| 3M | +5.9% | -45.7% | +51.6% | -5.9% |
| 6M | +48.8% | -61.1% | +109.9% | +26.0% |
| YTD | -11.4% | -20.5% | +9.1% | -18.3% |
| All | -16.6% | -33.9% | +17.3% | -22.6% |
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