+5.9%
WDAY vs MP
+450.8%
-444.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.5% |
| 7D | -4.4% | -2.9% | -1.5% | -4.1% |
| 30D | +14.7% | +13.8% | +0.9% | +13.2% |
| 3M | +32.4% | -16.7% | +49.1% | +34.0% |
| 6M | +36.9% | -11.5% | +48.4% | +36.5% |
| YTD | -8.8% | +7.9% | -16.8% | -11.7% |
| 1Y | -15.3% | -15.0% | -0.3% | -16.8% |
| 3Y | -21.2% | +153.5% | -174.7% | -38.3% |
| 5Y | -29.5% | +58.7% | -88.2% | -41.9% |
| All | +5.9% | +450.8% | -444.9% | -19.8% |
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