+296.2%
WDAY vs BIL
+25.0%
+271.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.7% |
| 7D | -2.5% | -0.3% | -2.2% | -2.1% |
| 30D | +4.7% | 0.0% | +4.7% | +4.6% |
| 3M | +13.3% | +0.3% | +13.0% | +12.7% |
| 6M | +57.3% | +1.2% | +56.1% | +54.8% |
| YTD | -10.2% | +2.5% | -12.6% | -12.2% |
| 1Y | -14.1% | +3.0% | -17.1% | -16.3% |
| 3Y | -11.7% | +13.2% | -24.8% | -24.9% |
| 5Y | -33.5% | +19.4% | -52.9% | -49.7% |
| 10Y | +133.1% | +25.2% | +107.9% | +66.1% |
| All | +296.2% | +25.0% | +271.2% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling