-16.6%
WDAY vs BIL
+3.3%
-19.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.5% |
| 7D | -4.0% | +0.1% | -4.1% | -4.4% |
| 30D | +1.9% | 0.0% | +2.0% | -2.1% |
| 3M | +5.9% | +0.6% | +5.3% | -20.0% |
| 6M | +48.8% | +1.5% | +47.3% | -26.0% |
| YTD | -11.4% | +2.8% | -14.2% | -71.1% |
| All | -16.6% | +3.3% | -19.9% | -80.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling