-34.1%
WDAY vs BIL
+19.4%
-53.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.8% |
| 7D | -2.5% | -0.3% | -2.2% | -1.2% |
| 30D | +4.7% | 0.0% | +4.7% | +4.2% |
| 3M | +13.3% | +0.3% | +13.0% | +10.3% |
| 6M | +57.3% | +1.2% | +56.1% | +43.9% |
| YTD | -10.2% | +2.5% | -12.6% | -22.4% |
| 1Y | -14.1% | +3.0% | -17.1% | -27.5% |
| 3Y | -11.7% | +13.2% | -24.8% | -58.5% |
| All | -34.1% | +19.4% | -53.5% | -86.1% |
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