+112.2%
WDAY vs BG
+166.7%
-54.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.7% |
| 7D | -5.2% | +3.1% | -8.3% | -5.8% |
| 30D | +5.9% | +10.2% | -4.3% | +3.8% |
| 3M | +42.3% | -1.7% | +43.9% | +42.2% |
| 6M | +34.7% | +1.0% | +33.7% | +33.7% |
| YTD | -13.5% | +39.9% | -53.5% | -20.3% |
| 1Y | -18.1% | +53.2% | -71.3% | -26.3% |
| 3Y | -26.4% | +16.3% | -42.6% | -30.3% |
| 5Y | -30.6% | +83.9% | -114.5% | -43.4% |
| All | +112.2% | +166.7% | -54.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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