-31.3%
WDAY vs MULL
+2,337.2%
-2,368.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | -5.2% | -8.4% | +3.3% | -5.3% |
| 30D | +5.9% | +9.7% | -3.8% | +6.3% |
| 3M | +42.3% | -26.8% | +69.0% | +42.4% |
| 6M | +34.7% | +220.7% | -186.0% | +27.0% |
| YTD | -13.5% | +509.0% | -522.6% | -24.0% |
| 1Y | -18.1% | +1,739.5% | -1,757.6% | -37.4% |
| All | -31.3% | +2,337.2% | -2,368.5% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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