+290.7%
WDAY vs BIL
+25.4%
+265.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +1.9% | 0.0% | +2.0% | +1.9% |
| 3M | +5.9% | +0.6% | +5.3% | +4.8% |
| 6M | +48.8% | +1.5% | +47.3% | +45.7% |
| YTD | -11.4% | +2.8% | -14.2% | -13.9% |
| 1Y | -15.5% | +3.3% | -18.9% | -18.2% |
| 3Y | -15.6% | +13.4% | -29.0% | -28.5% |
| 5Y | -35.2% | +19.8% | -55.0% | -51.2% |
| 10Y | +123.9% | +25.6% | +98.2% | +59.1% |
| All | +290.7% | +25.4% | +265.3% | +172.4% |
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