-26.4%
WDAY vs BDX
-10.0%
-16.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -5.2% | -3.2% | -2.0% | -4.3% |
| 30D | +5.9% | -2.5% | +8.5% | +6.7% |
| 3M | +42.3% | +21.4% | +20.9% | +36.5% |
| 6M | +34.7% | +10.4% | +24.3% | +31.0% |
| YTD | -13.5% | +18.8% | -32.4% | -17.5% |
| 1Y | -18.1% | +21.7% | -39.8% | -22.2% |
| 3Y | -26.4% | -10.0% | -16.4% | -30.0% |
| All | -26.4% | -10.0% | -16.4% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling