+112.2%
WDAY vs MTUM
+357.8%
-245.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.7% |
| 7D | -5.2% | +0.7% | -5.9% | -5.8% |
| 30D | +5.9% | -2.4% | +8.4% | +7.5% |
| 3M | +42.3% | -3.6% | +45.9% | +39.9% |
| 6M | +34.7% | +23.7% | +11.1% | +1.4% |
| YTD | -13.5% | +22.9% | -36.4% | -35.3% |
| 1Y | -18.1% | +21.8% | -39.8% | -38.4% |
| 3Y | -26.4% | +114.4% | -140.8% | -70.8% |
| 5Y | -30.6% | +79.6% | -110.1% | -66.4% |
| All | +112.2% | +357.8% | -245.6% | -68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling