-35.7%
WDAY vs MP
-13.5%
-22.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -0.4% |
| 7D | -4.8% | +11.0% | -15.8% | -5.6% |
| 30D | +2.5% | -11.7% | +14.2% | +3.4% |
| 3M | +8.8% | -30.8% | +39.5% | +11.8% |
| 6M | +60.7% | -42.9% | +103.6% | +67.2% |
| YTD | -11.2% | -25.9% | +14.6% | -11.4% |
| 1Y | -15.6% | -37.3% | +21.7% | -14.4% |
| 3Y | -17.1% | +150.7% | -167.8% | -40.3% |
| 5Y | -35.7% | -19.3% | -16.4% | -42.7% |
| All | -35.7% | -13.5% | -22.2% | -42.7% |
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