+111.5%
WDAY vs BB
-0.1%
+111.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | 0.0% |
| 7D | -10.5% | -2.1% | -8.5% | -10.2% |
| 30D | +2.1% | -16.0% | +18.1% | +5.3% |
| 3M | +34.6% | -14.5% | +49.2% | +35.9% |
| 6M | +29.9% | +118.6% | -88.7% | +7.1% |
| YTD | -13.8% | +98.9% | -112.8% | -27.5% |
| 1Y | -18.3% | +99.5% | -117.7% | -31.8% |
| 3Y | -26.2% | +65.4% | -91.5% | -39.5% |
| 5Y | -30.8% | -27.6% | -3.2% | -36.2% |
| All | +111.5% | -0.1% | +111.6% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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