+314.5%
WDAY vs MOD
+1,278.5%
-963.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -21.4% | +23.4% | +4.4% |
| 7D | -1.2% | -31.3% | +30.1% | +2.6% |
| 30D | +6.8% | -46.1% | +52.9% | +13.8% |
| 3M | +17.8% | -51.1% | +69.0% | +26.5% |
| 6M | +57.8% | -62.1% | +119.9% | +71.4% |
| YTD | -6.0% | -26.2% | +20.2% | -9.5% |
| 1Y | -13.5% | -32.6% | +19.0% | -16.2% |
| 3Y | -7.6% | +133.8% | -141.4% | -32.4% |
| 5Y | -30.5% | +792.8% | -823.3% | -61.9% |
| 10Y | +143.9% | +959.8% | -815.9% | +3.6% |
| All | +314.5% | +1,278.5% | -963.9% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling