-13.5%
WDAY vs MXL
+276.5%
-290.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -11.1% | +13.1% | +1.4% |
| 7D | -1.2% | -24.3% | +23.1% | -2.5% |
| 30D | +6.8% | -46.1% | +52.9% | +4.1% |
| 3M | +17.8% | -21.8% | +39.7% | +17.3% |
| 6M | +57.8% | -27.2% | +85.1% | +54.2% |
| YTD | -6.0% | +226.2% | -232.2% | -16.4% |
| 1Y | -13.5% | +297.0% | -310.5% | -28.0% |
| All | -13.5% | +276.5% | -290.0% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling