-15.3%
WDAY vs MXL
+316.6%
-331.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.5% | -10.9% | -5.2% |
| 7D | -4.4% | +1.6% | -6.0% | -4.3% |
| 30D | +14.7% | -7.0% | +21.7% | +14.7% |
| 3M | +32.4% | -33.4% | +65.8% | +31.6% |
| 6M | +36.9% | +260.2% | -223.3% | +20.3% |
| YTD | -8.8% | +260.0% | -268.8% | -20.7% |
| 1Y | -15.3% | +303.5% | -318.8% | -28.8% |
| All | -15.3% | +316.6% | -331.9% | -28.8% |
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