+302.1%
WDAY vs MXL
+942.2%
-640.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.5% | -10.9% | -6.3% |
| 7D | -4.4% | +1.6% | -6.0% | -4.7% |
| 30D | +14.7% | -7.0% | +21.7% | +15.1% |
| 3M | +32.4% | -33.4% | +65.8% | +33.3% |
| 6M | +36.9% | +260.2% | -223.3% | -11.2% |
| YTD | -8.8% | +260.0% | -268.8% | -41.4% |
| 1Y | -15.3% | +303.5% | -318.8% | -47.6% |
| 3Y | -21.2% | +160.4% | -181.6% | -53.0% |
| 5Y | -29.5% | +14.7% | -44.2% | -50.4% |
| 10Y | +120.0% | +215.6% | -95.6% | +5.0% |
| All | +302.1% | +942.2% | -640.1% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling