+111.5%
WDAY vs MTB
+172.9%
-61.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -10.5% | -0.4% | -10.1% | -10.4% |
| 30D | +2.1% | -4.6% | +6.7% | +3.3% |
| 3M | +34.6% | +7.4% | +27.2% | +32.3% |
| 6M | +29.9% | +18.7% | +11.2% | +24.0% |
| YTD | -13.8% | +21.1% | -34.9% | -18.2% |
| 1Y | -18.3% | +24.1% | -42.3% | -23.0% |
| 3Y | -26.2% | +115.3% | -141.5% | -40.1% |
| 5Y | -30.8% | +106.0% | -136.8% | -44.1% |
| All | +111.5% | +172.9% | -61.4% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling