+125.4%
WDAY vs MOS
+8.6%
+116.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.7% |
| 7D | -2.5% | +21.6% | -24.1% | -5.9% |
| 30D | +4.7% | +12.0% | -7.3% | +2.3% |
| 3M | +13.3% | -3.9% | +17.2% | +13.3% |
| 6M | +57.3% | -3.3% | +60.6% | +56.3% |
| YTD | -10.2% | -4.6% | -5.5% | -11.8% |
| 1Y | -14.1% | -7.0% | -7.1% | -15.3% |
| 3Y | -11.7% | -24.4% | +12.8% | -11.5% |
| 5Y | -33.5% | -32.1% | -1.4% | -34.4% |
| All | +125.4% | +8.6% | +116.7% | +81.9% |
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