-15.6%
WDAY vs MOS
-24.9%
+9.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.5% |
| 7D | -4.0% | +19.7% | -23.7% | -5.0% |
| 30D | +1.9% | +21.5% | -19.6% | +0.8% |
| 3M | +5.9% | -0.4% | +6.3% | +5.7% |
| 6M | +48.8% | +4.5% | +44.3% | +47.9% |
| YTD | -11.4% | -2.9% | -8.5% | -12.8% |
| 1Y | -15.5% | -7.7% | -7.8% | -16.2% |
| 3Y | -15.6% | -25.6% | +10.0% | -17.0% |
| All | -15.6% | -24.9% | +9.3% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling