-30.8%
WDAY vs BDX
-3.5%
-27.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -10.5% | -5.4% | -5.1% | -8.7% |
| 30D | +2.1% | -2.2% | +4.3% | +2.9% |
| 3M | +34.6% | +20.1% | +14.6% | +27.1% |
| 6M | +29.9% | +9.1% | +20.8% | +25.9% |
| YTD | -13.8% | +17.9% | -31.7% | -19.1% |
| 1Y | -18.3% | +22.1% | -40.3% | -24.2% |
| 3Y | -26.2% | -10.5% | -15.6% | -24.1% |
| 5Y | -30.8% | -2.6% | -28.2% | -32.5% |
| All | -30.8% | -3.5% | -27.4% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling