-25.7%
WDAY vs MTB
+118.5%
-144.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | -6.1% | +2.8% | -8.9% | -6.7% |
| 30D | +3.7% | -4.2% | +7.9% | +4.8% |
| 3M | +29.6% | +7.8% | +21.8% | +27.2% |
| 6M | +23.3% | +14.8% | +8.5% | +18.6% |
| YTD | -13.3% | +20.8% | -34.0% | -17.8% |
| 1Y | -19.6% | +23.1% | -42.8% | -24.5% |
| 3Y | -25.7% | +114.8% | -140.5% | -38.2% |
| All | -25.7% | +118.5% | -144.2% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling