-27.6%
WDAY vs MULL
+2,561.4%
-2,588.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +11.8% | -17.2% | -5.1% |
| 7D | -4.4% | +17.3% | -21.7% | -4.0% |
| 30D | +14.7% | +23.5% | -8.8% | +15.4% |
| 3M | +32.4% | -24.0% | +56.4% | +32.7% |
| 6M | +36.9% | +276.7% | -239.9% | +28.6% |
| YTD | -8.8% | +565.1% | -573.9% | -19.8% |
| 1Y | -15.3% | +2,802.6% | -2,817.9% | -38.2% |
| All | -27.6% | +2,561.4% | -2,588.9% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling