-30.6%
WDAY vs MTUM
+78.7%
-109.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | -5.2% | +0.7% | -5.9% | -5.5% |
| 30D | +5.9% | -2.4% | +8.4% | +6.9% |
| 3M | +42.3% | -3.6% | +45.9% | +40.8% |
| 6M | +34.7% | +23.7% | +11.1% | +8.7% |
| YTD | -13.5% | +22.9% | -36.4% | -30.5% |
| 1Y | -18.1% | +21.8% | -39.8% | -33.8% |
| 3Y | -26.4% | +114.4% | -140.8% | -66.7% |
| All | -30.6% | +78.7% | -109.3% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling