-25.7%
WDAY vs BB
+68.2%
-93.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.2% |
| 7D | -6.1% | +0.5% | -6.6% | -6.2% |
| 30D | +3.7% | -12.4% | +16.1% | +5.5% |
| 3M | +29.6% | -15.3% | +44.9% | +30.6% |
| 6M | +23.3% | +128.8% | -105.4% | +3.1% |
| YTD | -13.3% | +107.7% | -120.9% | -26.2% |
| 1Y | -19.6% | +103.9% | -123.5% | -31.7% |
| 3Y | -25.7% | +72.6% | -98.3% | -39.6% |
| All | -25.7% | +68.2% | -93.8% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling