-20.8%
WDAY vs MTSI
+224.7%
-245.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.8% | -5.4% |
| 7D | -4.4% | +1.4% | -5.7% | -4.3% |
| 30D | +14.7% | +2.1% | +12.7% | +14.5% |
| 3M | +32.4% | -29.7% | +62.1% | +34.2% |
| 6M | +36.9% | +12.5% | +24.3% | +29.1% |
| YTD | -8.8% | +57.0% | -65.9% | -20.6% |
| 1Y | -15.3% | +103.9% | -119.2% | -31.4% |
| All | -20.8% | +224.7% | -245.5% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling