+314.5%
WDAY vs MOS
-47.7%
+362.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +17.4% | -15.4% | -1.2% |
| 7D | -1.2% | +17.9% | -19.2% | -4.4% |
| 30D | +6.8% | +1.6% | +5.3% | +6.1% |
| 3M | +17.8% | -4.0% | +21.8% | +17.9% |
| 6M | +57.8% | -4.1% | +61.9% | +56.9% |
| YTD | -6.0% | -7.8% | +1.8% | -7.3% |
| 1Y | -13.5% | -15.6% | +2.0% | -13.2% |
| 3Y | -7.6% | -28.9% | +21.3% | -6.3% |
| 5Y | -30.5% | -36.8% | +6.3% | -30.6% |
| 10Y | +143.9% | +6.7% | +137.2% | +89.1% |
| All | +314.5% | -47.7% | +362.2% | +250.5% |
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