+302.1%
WDAY vs BIDU
-9.2%
+311.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.1% | -9.4% | -6.5% |
| 7D | -4.4% | +2.4% | -6.8% | -5.0% |
| 30D | +14.7% | -10.5% | +25.2% | +17.7% |
| 3M | +32.4% | -26.2% | +58.6% | +42.3% |
| 6M | +36.9% | -16.4% | +53.3% | +40.4% |
| YTD | -8.8% | -23.9% | +15.0% | -5.1% |
| 1Y | -15.3% | +1.3% | -16.6% | -20.0% |
| 3Y | -21.2% | -32.1% | +10.9% | -19.8% |
| 5Y | -29.5% | -39.0% | +9.5% | -31.7% |
| 10Y | +120.0% | -44.0% | +164.1% | +95.1% |
| All | +302.1% | -9.2% | +311.3% | +220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling