-28.6%
WDAY vs BIL
+19.4%
-48.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.6% |
| 7D | -4.4% | +0.1% | -4.4% | -4.9% |
| 30D | +14.7% | +0.3% | +14.4% | +12.2% |
| 3M | +32.4% | +0.9% | +31.4% | +24.3% |
| 6M | +36.9% | +1.8% | +35.0% | +23.4% |
| YTD | -8.8% | +2.4% | -11.3% | -19.8% |
| 1Y | -15.3% | +3.7% | -19.0% | -28.4% |
| 3Y | -21.2% | +14.2% | -35.4% | -62.7% |
| All | -28.6% | +19.4% | -48.0% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling