-34.1%
WDAY vs MP
-5.6%
-28.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.9% | -8.6% | -4.0% |
| 7D | -2.5% | -10.5% | +8.0% | -1.6% |
| 30D | +4.7% | -23.5% | +28.2% | +6.9% |
| 3M | +13.3% | -25.4% | +38.7% | +15.8% |
| 6M | +57.3% | -51.3% | +108.6% | +66.2% |
| YTD | -10.2% | -29.9% | +19.7% | -9.9% |
| 1Y | -14.1% | -31.8% | +17.8% | -13.9% |
| 3Y | -11.7% | +127.0% | -138.7% | -35.2% |
| All | -34.1% | -5.6% | -28.5% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling