+136.8%
WDAY vs MOS
-4.2%
+140.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.5% |
| 7D | -4.8% | -2.6% | -2.2% | -4.4% |
| 30D | +2.5% | +13.5% | -11.0% | -0.1% |
| 3M | +8.8% | -2.9% | +11.7% | +8.5% |
| 6M | +60.7% | -1.0% | +61.7% | +58.9% |
| YTD | -11.2% | -7.2% | -4.0% | -12.5% |
| 1Y | -15.6% | -11.4% | -4.2% | -16.1% |
| 3Y | -17.1% | -29.0% | +11.9% | -15.9% |
| 5Y | -35.7% | -34.0% | -1.7% | -36.4% |
| All | +136.8% | -4.2% | +140.9% | +92.4% |
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