+112.2%
WDAY vs BBY
+252.7%
-140.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.7% | -0.7% |
| 7D | -5.2% | +0.6% | -5.7% | -5.3% |
| 30D | +5.9% | +9.4% | -3.5% | +2.7% |
| 3M | +42.3% | +19.3% | +22.9% | +34.1% |
| 6M | +34.7% | +47.9% | -13.2% | +17.7% |
| YTD | -13.5% | +39.6% | -53.1% | -23.1% |
| 1Y | -18.1% | +22.2% | -40.3% | -24.3% |
| 3Y | -26.4% | +45.0% | -71.3% | -38.8% |
| 5Y | -30.6% | +2.6% | -33.2% | -37.2% |
| All | +112.2% | +252.7% | -140.5% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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