-15.3%
WDAY vs BDX
+27.3%
-42.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.8% | -4.8% |
| 7D | -4.4% | -2.5% | -1.8% | -3.3% |
| 30D | +14.7% | +8.3% | +6.5% | +11.1% |
| 3M | +32.4% | +24.4% | +8.0% | +22.9% |
| 6M | +36.9% | +9.2% | +27.7% | +27.2% |
| YTD | -8.8% | +22.7% | -31.6% | -18.5% |
| 1Y | -15.3% | +25.9% | -41.2% | -24.5% |
| All | -15.3% | +27.3% | -42.6% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling