-35.2%
WDAY vs BBWI
-67.1%
+31.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.9% |
| 7D | -4.0% | -6.2% | +2.2% | -2.6% |
| 30D | +1.9% | +25.5% | -23.6% | -3.8% |
| 3M | +5.9% | +8.0% | -2.1% | +3.0% |
| 6M | +48.8% | +12.7% | +36.1% | +41.8% |
| YTD | -11.4% | +11.6% | -23.1% | -16.6% |
| 1Y | -15.5% | -0.9% | -14.6% | -18.8% |
| 3Y | -15.6% | -22.7% | +7.1% | -19.0% |
| 5Y | -35.2% | -67.2% | +32.0% | -16.8% |
| All | -35.2% | -67.1% | +31.9% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling