+123.9%
WDAY vs MOS
+6.2%
+117.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.7% |
| 7D | -4.0% | +19.7% | -23.7% | -7.1% |
| 30D | +1.9% | +21.5% | -19.6% | -1.8% |
| 3M | +5.9% | -0.4% | +6.3% | +5.3% |
| 6M | +48.8% | +4.5% | +44.3% | +45.8% |
| YTD | -11.4% | -2.9% | -8.5% | -13.3% |
| 1Y | -15.5% | -7.7% | -7.8% | -16.6% |
| 3Y | -15.6% | -25.6% | +10.0% | -15.1% |
| 5Y | -35.2% | -31.2% | -4.0% | -36.3% |
| 10Y | +123.9% | +2.8% | +121.0% | +80.8% |
| All | +123.9% | +6.2% | +117.7% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling