-26.6%
WDAY vs MTUM
+112.0%
-138.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | -10.5% | +1.2% | -11.8% | -10.7% |
| 30D | +2.1% | -1.7% | +3.8% | +2.2% |
| 3M | +34.6% | -0.5% | +35.1% | +31.6% |
| 6M | +29.9% | +22.3% | +7.6% | +13.8% |
| YTD | -13.8% | +21.4% | -35.2% | -24.7% |
| 1Y | -18.3% | +20.0% | -38.3% | -28.2% |
| All | -26.6% | +112.0% | -138.6% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling