-11.7%
WDAY vs MOD
+129.2%
-140.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.7% | -9.3% | -3.5% |
| 7D | -2.5% | -25.5% | +23.1% | -3.1% |
| 30D | +4.7% | -49.0% | +53.7% | +3.2% |
| 3M | +13.3% | -49.8% | +63.1% | +11.7% |
| 6M | +57.3% | -64.8% | +122.1% | +54.8% |
| YTD | -10.2% | -27.6% | +17.5% | -16.4% |
| 1Y | -14.1% | -35.2% | +21.1% | -19.5% |
| 3Y | -11.7% | +137.1% | -148.8% | -32.7% |
| All | -11.7% | +129.2% | -140.9% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling