+128.3%
WDAY vs BB
+28.0%
+100.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -4.6% | +11.6% | -16.2% | -6.6% |
| 30D | +1.2% | +2.6% | -1.3% | +0.2% |
| 3M | +2.6% | +3.5% | -1.0% | +0.7% |
| 6M | +47.8% | +43.5% | +4.3% | +32.8% |
| YTD | -12.1% | +141.2% | -153.2% | -29.3% |
| 1Y | -17.1% | +97.4% | -114.6% | -30.9% |
| 3Y | -17.9% | +151.1% | -169.0% | -38.2% |
| 5Y | -35.1% | -12.8% | -22.3% | -42.6% |
| All | +128.3% | +28.0% | +100.3% | +39.3% |
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