-31.1%
WDAY vs MTB
+103.4%
-134.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -7.4% | +1.1% | -8.4% | -7.6% |
| 30D | +1.0% | -4.6% | +5.6% | +2.2% |
| 3M | +32.7% | +6.3% | +26.4% | +30.7% |
| 6M | +25.6% | +15.6% | +10.0% | +20.5% |
| YTD | -13.4% | +20.6% | -33.9% | -17.8% |
| 1Y | -19.4% | +22.5% | -41.9% | -23.9% |
| 3Y | -25.8% | +114.4% | -140.2% | -39.9% |
| 5Y | -31.1% | +101.9% | -133.0% | -39.2% |
| All | -31.1% | +103.4% | -134.5% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling