+112.2%
WDAY vs MTCH
+208.0%
-95.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.1% |
| 7D | -5.2% | +1.3% | -6.4% | -5.5% |
| 30D | +5.9% | +15.9% | -9.9% | +0.9% |
| 3M | +42.3% | +23.3% | +19.0% | +32.7% |
| 6M | +34.7% | +40.1% | -5.4% | +20.3% |
| YTD | -13.5% | +33.6% | -47.1% | -21.6% |
| 1Y | -18.1% | +14.1% | -32.2% | -22.0% |
| 3Y | -26.4% | +1.4% | -27.8% | -30.2% |
| 5Y | -30.6% | -73.1% | +42.6% | -3.5% |
| All | +112.2% | +208.0% | -95.8% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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