+6.2%
WDAY vs MP
+291.5%
-285.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.5% | +2.7% |
| 7D | +1.8% | +9.5% | -7.6% | +1.0% |
| 30D | +4.1% | -3.0% | +7.0% | +4.2% |
| 3M | -4.8% | -30.4% | +25.5% | -2.0% |
| 6M | +68.6% | -39.2% | +107.8% | +74.7% |
| YTD | -8.5% | -23.3% | +14.7% | -8.9% |
| 1Y | -12.1% | -32.6% | +20.5% | -11.3% |
| 3Y | -13.2% | +159.3% | -172.5% | -34.1% |
| 5Y | -33.7% | -16.4% | -17.3% | -41.5% |
| All | +6.2% | +291.5% | -285.3% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling