+282.1%
WDAY vs MOH
+717.0%
-434.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -7.4% | -4.2% | -3.2% | -6.6% |
| 30D | +1.0% | -2.4% | +3.4% | +1.4% |
| 3M | +32.7% | -4.4% | +37.1% | +33.6% |
| 6M | +25.6% | +32.9% | -7.3% | +17.8% |
| YTD | -13.4% | +11.9% | -25.2% | -17.3% |
| 1Y | -19.4% | +6.9% | -26.3% | -22.9% |
| 3Y | -25.8% | -39.4% | +13.7% | -23.2% |
| 5Y | -31.1% | -25.0% | -6.1% | -32.9% |
| 10Y | +113.3% | +244.9% | -131.6% | +39.5% |
| All | +282.1% | +717.0% | -434.9% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling