-15.6%
WDAY vs MTSI
+43.1%
-58.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.7% |
| 7D | -4.8% | +29.1% | -33.9% | +2.3% |
| 30D | +2.5% | -20.4% | +22.9% | -3.1% |
| 3M | +8.8% | -20.9% | +29.7% | +4.4% |
| 6M | +60.7% | -32.3% | +93.0% | +51.4% |
| YTD | -11.2% | +43.5% | -54.7% | -9.3% |
| 1Y | -15.6% | +43.8% | -59.4% | -14.5% |
| All | -15.6% | +43.1% | -58.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling