+911.5%
BE vs WDAY
+49.1%
+862.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -5.4% | +12.7% | +9.5% |
| 7D | +20.0% | -4.4% | +24.3% | +21.9% |
| 30D | +7.9% | +14.7% | -6.8% | +0.2% |
| 3M | -13.2% | +32.4% | -45.6% | -27.8% |
| 6M | +53.5% | +36.9% | +16.6% | +18.2% |
| YTD | +191.0% | -8.8% | +199.9% | +176.6% |
| 1Y | +360.5% | -15.3% | +375.8% | +352.6% |
| 3Y | +1,568.0% | -21.2% | +1,589.2% | +1,473.6% |
| 5Y | +1,055.2% | -29.5% | +1,084.7% | +1,059.1% |
| All | +911.5% | +49.1% | +862.4% | +623.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling