-34.1%
WDAY vs MOS
-32.4%
-1.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.6% |
| 7D | -2.5% | +21.6% | -24.1% | -4.8% |
| 30D | +4.7% | +12.0% | -7.3% | +3.1% |
| 3M | +13.3% | -3.9% | +17.2% | +13.4% |
| 6M | +57.3% | -3.3% | +60.6% | +56.8% |
| YTD | -10.2% | -4.6% | -5.5% | -11.5% |
| 1Y | -14.1% | -7.0% | -7.1% | -15.1% |
| 3Y | -11.7% | -24.4% | +12.8% | -11.7% |
| All | -34.1% | -32.4% | -1.7% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling