-10.0%
WDAY vs BBIO
+136.7%
-146.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -5.2% | -3.2% | -1.9% | -4.8% |
| 30D | +5.9% | -13.6% | +19.5% | +7.7% |
| 3M | +42.3% | +7.2% | +35.0% | +40.5% |
| 6M | +34.7% | +1.5% | +33.3% | +33.6% |
| YTD | -13.5% | -5.3% | -8.2% | -14.0% |
| 1Y | -18.1% | +37.7% | -55.8% | -22.6% |
| 3Y | -26.4% | +153.9% | -180.3% | -38.1% |
| 5Y | -30.6% | +43.9% | -74.5% | -49.2% |
| All | -10.0% | +136.7% | -146.6% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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