+1,683.6%
BE vs WDAY
-14.8%
+1,698.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.4% | +13.3% | +11.6% |
| 7D | -1.2% | -4.0% | +2.8% | -2.2% |
| 30D | -30.9% | +1.9% | -32.8% | -30.3% |
| 3M | -11.6% | +5.9% | -17.5% | -9.3% |
| 6M | -25.7% | +48.8% | -74.5% | -16.2% |
| YTD | +123.1% | -11.4% | +134.6% | +169.7% |
| 1Y | +43.4% | -15.5% | +58.9% | +75.0% |
| 3Y | +1,683.6% | -15.6% | +1,699.3% | +1,746.9% |
| All | +1,683.6% | -14.8% | +1,698.4% | +1,746.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling