-14.1%
WDAY vs MOD
-37.3%
+23.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.7% | -9.3% | -2.4% |
| 7D | -2.5% | -25.5% | +23.1% | -7.8% |
| 30D | +4.7% | -49.0% | +53.7% | -8.6% |
| 3M | +13.3% | -49.8% | +63.1% | -0.9% |
| 6M | +57.3% | -64.8% | +122.1% | +30.6% |
| YTD | -10.2% | -27.6% | +17.5% | -19.0% |
| 1Y | -14.1% | -35.2% | +21.1% | -22.8% |
| All | -14.1% | -37.3% | +23.2% | -22.8% |
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