+302.1%
WDAY vs MTB
+259.0%
+43.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -4.4% | +1.7% | -6.1% | -4.8% |
| 30D | +14.7% | -4.2% | +18.9% | +16.1% |
| 3M | +32.4% | +8.9% | +23.5% | +29.1% |
| 6M | +36.9% | +10.9% | +26.0% | +32.3% |
| YTD | -8.8% | +21.5% | -30.3% | -14.3% |
| 1Y | -15.3% | +21.9% | -37.2% | -20.5% |
| 3Y | -21.2% | +109.2% | -130.5% | -37.9% |
| 5Y | -29.5% | +102.0% | -131.5% | -45.2% |
| 10Y | +120.0% | +171.9% | -51.9% | +33.6% |
| All | +302.1% | +259.0% | +43.1% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling