+130.1%
WDAY vs BBWI
-44.4%
+174.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -4.6% | -4.2% | -0.3% | -3.9% |
| 30D | +1.2% | +24.9% | -23.6% | -2.9% |
| 3M | +2.6% | +13.2% | -10.7% | -0.3% |
| 6M | +47.8% | +12.1% | +35.7% | +42.9% |
| YTD | -12.1% | +11.1% | -23.1% | -15.5% |
| 1Y | -17.1% | +0.7% | -17.9% | -19.7% |
| 3Y | -17.9% | -23.8% | +5.9% | -18.7% |
| 5Y | -35.1% | -66.9% | +31.8% | -28.9% |
| 10Y | +130.1% | -45.3% | +175.5% | +97.3% |
| All | +130.1% | -44.4% | +174.5% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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