+668.0%
BE vs WDAY
+49.6%
+618.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -8.0% | -6.1% |
| 7D | +10.8% | +1.8% | +9.0% | +10.0% |
| 30D | -19.8% | +4.1% | -23.9% | -21.5% |
| 3M | -18.7% | -4.8% | -13.9% | -18.5% |
| 6M | -33.7% | +68.6% | -102.4% | -53.1% |
| YTD | +121.0% | -8.5% | +129.5% | +107.2% |
| 1Y | +85.4% | -12.1% | +97.5% | +77.6% |
| 3Y | +1,709.5% | -13.2% | +1,722.7% | +1,475.9% |
| 5Y | +462.2% | -33.7% | +495.9% | +480.6% |
| All | +668.0% | +49.6% | +618.4% | +441.8% |
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