+287.9%
WDAY vs BBWI
-4.5%
+292.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -4.6% | -4.2% | -0.3% | -3.8% |
| 30D | +1.2% | +24.9% | -23.6% | -3.1% |
| 3M | +2.6% | +13.2% | -10.7% | -0.5% |
| 6M | +47.8% | +12.1% | +35.7% | +42.5% |
| YTD | -12.1% | +11.1% | -23.1% | -15.8% |
| 1Y | -17.1% | +0.7% | -17.9% | -20.0% |
| 3Y | -17.9% | -23.8% | +5.9% | -18.9% |
| 5Y | -35.1% | -66.9% | +31.8% | -27.9% |
| 10Y | +130.1% | -45.3% | +175.5% | +118.9% |
| All | +287.9% | -4.5% | +292.4% | +237.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling