+302.1%
WDAY vs MOS
-38.0%
+340.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.6% |
| 7D | -4.4% | +9.5% | -13.9% | -6.0% |
| 30D | +14.7% | +10.4% | +4.3% | +12.4% |
| 3M | +32.4% | +12.9% | +19.5% | +28.6% |
| 6M | +36.9% | +1.2% | +35.6% | +34.3% |
| YTD | -8.8% | +9.3% | -18.2% | -12.4% |
| 1Y | -15.3% | -18.0% | +2.7% | -13.9% |
| 3Y | -21.2% | -29.0% | +7.8% | -19.5% |
| 5Y | -29.5% | -9.6% | -19.9% | -34.7% |
| 10Y | +120.0% | +6.1% | +114.0% | +73.2% |
| All | +302.1% | -38.0% | +340.1% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling