+303.5%
WDAY vs MTB
+231.0%
+72.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | +1.8% | +1.5% | +0.3% | +1.4% |
| 30D | +4.1% | +2.3% | +1.7% | +3.4% |
| 3M | -4.8% | -12.1% | +7.3% | -1.3% |
| 6M | +68.6% | +9.8% | +58.8% | +63.8% |
| YTD | -8.5% | +12.0% | -20.5% | -12.0% |
| 1Y | -12.1% | +22.0% | -34.1% | -17.6% |
| 3Y | -13.2% | +107.6% | -120.8% | -31.3% |
| 5Y | -33.7% | +61.9% | -95.6% | -44.8% |
| 10Y | +137.4% | +116.3% | +21.1% | +60.3% |
| All | +303.5% | +231.0% | +72.5% | +125.2% |
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 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