+9.1%
WDAY vs MP
+262.7%
-253.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.1% | +7.0% | +2.4% |
| 7D | -1.2% | -12.5% | +11.3% | -0.1% |
| 30D | +6.8% | -23.3% | +30.2% | +9.3% |
| 3M | +17.8% | -24.4% | +42.2% | +20.5% |
| 6M | +57.8% | -45.8% | +103.6% | +65.2% |
| YTD | -6.0% | -28.9% | +22.9% | -5.6% |
| 1Y | -13.5% | -34.6% | +21.0% | -12.7% |
| 3Y | -7.6% | +118.7% | -126.3% | -28.2% |
| 5Y | -30.5% | -3.1% | -27.5% | -39.9% |
| All | +9.1% | +262.7% | -253.6% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling