-30.6%
WDAY vs BIDU
-44.1%
+13.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -5.2% | -8.1% | +3.0% | -3.7% |
| 30D | +5.9% | -12.8% | +18.8% | +8.4% |
| 3M | +42.3% | -21.3% | +63.5% | +47.9% |
| 6M | +34.7% | -27.0% | +61.7% | +40.7% |
| YTD | -13.5% | -30.0% | +16.5% | -9.7% |
| 1Y | -18.1% | -18.3% | +0.2% | -18.1% |
| 3Y | -26.4% | -33.8% | +7.5% | -24.8% |
| All | -30.6% | -44.1% | +13.4% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling