+977.1%
BE vs WDAY
+41.7%
+935.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | +23.9% | -7.4% | +31.3% | +27.2% |
| 30D | +27.8% | +1.0% | +26.8% | +25.0% |
| 3M | +3.7% | +32.7% | -29.0% | -14.5% |
| 6M | +78.0% | +25.6% | +52.4% | +43.1% |
| YTD | +209.9% | -13.4% | +223.3% | +199.8% |
| 1Y | +389.6% | -19.4% | +409.0% | +389.4% |
| 3Y | +1,730.6% | -25.8% | +1,756.4% | +1,669.1% |
| 5Y | +1,227.8% | -31.1% | +1,258.9% | +1,229.3% |
| All | +977.1% | +41.7% | +935.4% | +684.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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