+282.6%
WDAY vs MTCH
+195.3%
+87.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.3% |
| 7D | -6.1% | -1.8% | -4.3% | -5.5% |
| 30D | +3.7% | +10.4% | -6.7% | +0.4% |
| 3M | +29.6% | +21.0% | +8.6% | +21.8% |
| 6M | +23.3% | +36.6% | -13.3% | +11.3% |
| YTD | -13.3% | +29.7% | -42.9% | -20.4% |
| 1Y | -19.6% | +8.6% | -28.2% | -22.1% |
| 3Y | -25.7% | -2.7% | -23.0% | -28.5% |
| 5Y | -31.6% | -72.9% | +41.4% | -5.6% |
| 10Y | +109.9% | +185.0% | -75.1% | +29.0% |
| All | +282.6% | +195.3% | +87.3% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling