+222.6%
WDAY vs MTUM
+609.5%
-386.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -7.4% | +4.1% | -11.5% | -10.7% |
| 30D | +1.0% | +0.6% | +0.4% | -0.2% |
| 3M | +32.7% | -0.6% | +33.3% | +26.0% |
| 6M | +25.6% | +25.3% | +0.2% | -8.5% |
| YTD | -13.4% | +23.8% | -37.2% | -36.9% |
| 1Y | -19.4% | +25.4% | -44.7% | -42.3% |
| 3Y | -25.8% | +117.3% | -143.0% | -72.4% |
| 5Y | -31.1% | +79.7% | -110.8% | -68.0% |
| 10Y | +113.3% | +359.6% | -246.3% | -70.1% |
| All | +222.6% | +609.5% | -386.9% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling