-14.1%
WDAY vs B
+25.9%
-39.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.2% | -3.6% |
| 7D | -2.5% | +9.6% | -12.1% | -1.4% |
| 30D | +4.7% | +3.5% | +1.2% | +5.1% |
| 3M | +13.3% | -1.6% | +14.9% | +13.4% |
| 6M | +57.3% | -1.7% | +59.0% | +59.2% |
| YTD | -10.2% | -5.3% | -4.9% | -10.2% |
| 1Y | -14.1% | +27.2% | -41.3% | -13.7% |
| All | -14.1% | +25.9% | -39.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling