-31.6%
WDAY vs BBWI
-66.8%
+35.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.7% | -4.1% |
| 7D | -6.1% | +1.6% | -7.7% | -6.5% |
| 30D | +3.7% | -6.2% | +9.9% | +5.0% |
| 3M | +29.6% | +4.3% | +25.2% | +27.3% |
| 6M | +23.3% | -7.2% | +30.5% | +23.1% |
| YTD | -13.3% | -3.0% | -10.2% | -14.9% |
| 1Y | -19.6% | -30.8% | +11.1% | -14.6% |
| 3Y | -25.7% | -43.4% | +17.7% | -21.5% |
| 5Y | -31.6% | -66.7% | +35.2% | -14.5% |
| All | -31.6% | -66.8% | +35.2% | -14.5% |
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