+144.0%
WDAY vs BIL
+26.1%
+117.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.8% | +0.1% | +1.8% | +1.6% |
| 30D | +4.1% | +0.3% | +3.7% | +3.1% |
| 3M | -4.8% | +1.0% | -5.8% | -7.4% |
| 6M | +68.6% | +1.9% | +66.8% | +60.3% |
| YTD | -8.5% | +3.2% | -11.7% | -14.8% |
| 1Y | -12.1% | +3.7% | -15.8% | -18.7% |
| 3Y | -13.2% | +13.8% | -27.0% | -38.0% |
| 5Y | -33.7% | +20.3% | -54.0% | -63.5% |
| All | +144.0% | +26.1% | +117.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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