-27.3%
WDAY vs MULL
+1,230.7%
-1,258.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.2% | +8.2% | +2.9% |
| 7D | +1.8% | +24.5% | -22.7% | +2.4% |
| 30D | +4.1% | -35.5% | +39.6% | +3.5% |
| 3M | -4.8% | -44.8% | +40.0% | -5.5% |
| 6M | +68.6% | -45.5% | +114.1% | +66.0% |
| YTD | -8.5% | +232.5% | -241.1% | -20.4% |
| 1Y | -12.1% | +343.3% | -355.3% | -26.4% |
| All | -27.3% | +1,230.7% | -1,258.0% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling