+112.2%
WDAY vs MXL
+313.4%
-201.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | -0.8% |
| 7D | -5.2% | +18.9% | -24.0% | -7.8% |
| 30D | +5.9% | +0.3% | +5.6% | +5.1% |
| 3M | +42.3% | -8.0% | +50.3% | +35.9% |
| 6M | +34.7% | +341.2% | -306.5% | -15.9% |
| YTD | -13.5% | +327.8% | -341.4% | -46.3% |
| 1Y | -18.1% | +364.9% | -383.0% | -50.8% |
| 3Y | -26.4% | +229.2% | -255.6% | -58.5% |
| 5Y | -30.6% | +42.8% | -73.4% | -52.9% |
| All | +112.2% | +313.4% | -201.2% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling