-31.1%
WDAY vs BB
-25.5%
-5.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -7.4% | +1.8% | -9.2% | -7.8% |
| 30D | +1.0% | -12.2% | +13.2% | +3.7% |
| 3M | +32.7% | -12.3% | +45.0% | +33.1% |
| 6M | +25.6% | +122.7% | -97.1% | -2.9% |
| YTD | -13.4% | +104.5% | -117.9% | -31.4% |
| 1Y | -19.4% | +106.7% | -126.0% | -36.9% |
| 3Y | -25.8% | +70.0% | -95.7% | -42.8% |
| 5Y | -31.1% | -27.8% | -3.3% | -36.0% |
| All | -31.1% | -25.5% | -5.6% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling