-11.7%
WDAY vs MP
+114.3%
-126.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.9% | -8.6% | -3.7% |
| 7D | -2.5% | -10.5% | +8.0% | -2.3% |
| 30D | +4.7% | -23.5% | +28.2% | +5.1% |
| 3M | +13.3% | -25.4% | +38.7% | +13.7% |
| 6M | +57.3% | -51.3% | +108.6% | +59.6% |
| YTD | -10.2% | -29.9% | +19.7% | -10.4% |
| 1Y | -14.1% | -31.8% | +17.8% | -14.2% |
| 3Y | -11.7% | +127.0% | -138.7% | -22.0% |
| All | -11.7% | +114.3% | -126.0% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling