+292.6%
WDAY vs BB
+19.3%
+273.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.7% |
| 7D | -5.3% | +7.3% | -12.6% | -6.5% |
| 30D | +1.5% | +11.2% | -9.7% | -0.7% |
| 3M | +5.5% | +4.7% | +0.8% | +3.6% |
| 6M | +57.4% | +51.1% | +6.3% | +42.5% |
| YTD | -11.0% | +148.0% | -159.0% | -26.4% |
| 1Y | -15.8% | +106.1% | -121.9% | -28.4% |
| 3Y | -16.9% | +158.2% | -175.1% | -34.9% |
| 5Y | -35.3% | -10.8% | -24.4% | -41.9% |
| 10Y | +131.0% | +29.3% | +101.7% | +65.4% |
| All | +292.6% | +19.3% | +273.3% | +185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling