-17.1%
WDAY vs MOS
-7.8%
-9.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.6% |
| 7D | -4.6% | +24.8% | -29.4% | -3.1% |
| 30D | +1.2% | +22.7% | -21.4% | +2.7% |
| 3M | +2.6% | -1.2% | +3.8% | +2.2% |
| 6M | +47.8% | +5.5% | +42.2% | +48.5% |
| YTD | -12.1% | -2.0% | -10.1% | -14.4% |
| 1Y | -17.1% | -7.9% | -9.2% | -16.8% |
| All | -17.1% | -7.8% | -9.4% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling