-15.3%
WDAY vs MTUM
+26.3%
-41.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -4.3% |
| 7D | -4.4% | +1.7% | -6.1% | -3.3% |
| 30D | +14.7% | -1.7% | +16.4% | +14.0% |
| 3M | +32.4% | -6.3% | +38.7% | +30.3% |
| 6M | +36.9% | +21.8% | +15.0% | +41.9% |
| YTD | -8.8% | +22.0% | -30.9% | -6.4% |
| 1Y | -15.3% | +25.3% | -40.6% | -11.3% |
| All | -15.3% | +26.3% | -41.6% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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