-33.5%
WDAY vs MOD
+1,086.9%
-1,120.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +27.9% | -24.8% | +2.1% |
| 7D | +1.8% | +40.4% | -38.6% | +0.5% |
| 30D | +4.1% | -14.0% | +18.1% | +4.4% |
| 3M | -4.8% | -33.3% | +28.5% | -3.7% |
| 6M | +68.6% | -51.4% | +120.0% | +72.3% |
| YTD | -8.5% | +1.6% | -10.1% | -14.7% |
| 1Y | -12.1% | +5.4% | -17.5% | -18.8% |
| 3Y | -13.2% | +191.0% | -204.2% | -36.0% |
| All | -33.5% | +1,086.9% | -1,120.4% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling