-30.6%
WDAY vs MOH
-19.7%
-11.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.6% | +0.1% |
| 7D | -5.2% | +1.7% | -6.9% | -5.3% |
| 30D | +5.9% | -0.9% | +6.8% | +6.0% |
| 3M | +42.3% | +5.7% | +36.6% | +41.6% |
| 6M | +34.7% | +39.1% | -4.4% | +30.1% |
| YTD | -13.5% | +17.7% | -31.2% | -15.6% |
| 1Y | -18.1% | +8.4% | -26.5% | -19.5% |
| 3Y | -26.4% | -36.6% | +10.2% | -24.2% |
| All | -30.6% | -19.7% | -11.0% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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