-20.8%
WDAY vs MPC
+181.4%
-202.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | -4.4% | +5.4% | -9.8% | -5.4% |
| 30D | +14.7% | +31.0% | -16.2% | +8.9% |
| 3M | +32.4% | +46.0% | -13.7% | +22.7% |
| 6M | +36.9% | +77.3% | -40.4% | +22.3% |
| YTD | -8.8% | +141.9% | -150.7% | -23.2% |
| 1Y | -15.3% | +120.9% | -136.2% | -27.4% |
| All | -20.8% | +181.4% | -202.2% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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