+109.9%
WDAY vs BIL
+25.3%
+84.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -6.1% | +0.1% | -6.2% | -6.3% |
| 30D | +3.7% | +0.3% | +3.4% | +2.9% |
| 3M | +29.6% | +0.9% | +28.7% | +26.5% |
| 6M | +23.3% | +1.8% | +21.5% | +18.7% |
| YTD | -13.3% | +2.5% | -15.7% | -17.2% |
| 1Y | -19.6% | +3.7% | -23.3% | -24.4% |
| 3Y | -25.7% | +14.1% | -39.8% | -45.7% |
| 5Y | -31.6% | +19.4% | -51.0% | -59.0% |
| 10Y | +109.9% | +25.3% | +84.7% | +8.5% |
| All | +109.9% | +25.3% | +84.7% | +8.5% |
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