+111.5%
WDAY vs BIDU
-49.1%
+160.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.1% |
| 7D | -10.5% | -5.2% | -5.3% | -9.4% |
| 30D | +2.1% | -14.5% | +16.6% | +5.8% |
| 3M | +34.6% | -22.9% | +57.5% | +42.6% |
| 6M | +29.9% | -27.8% | +57.7% | +38.2% |
| YTD | -13.8% | -30.7% | +16.8% | -8.4% |
| 1Y | -18.3% | -15.8% | -2.5% | -18.7% |
| 3Y | -26.2% | -33.2% | +7.1% | -24.8% |
| 5Y | -30.8% | -44.8% | +14.0% | -30.8% |
| All | +111.5% | -49.1% | +160.6% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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