-25.3%
WDAY vs BIYA
-99.8%
+74.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -6.1% | +2.7% | -8.8% | -6.2% |
| 30D | +3.7% | -18.7% | +22.4% | +4.2% |
| 3M | +29.6% | -72.0% | +101.6% | +29.6% |
| 6M | +23.3% | -86.4% | +109.7% | +21.5% |
| YTD | -13.3% | -94.2% | +80.9% | -14.2% |
| 1Y | -19.6% | -98.4% | +78.8% | -18.6% |
| All | -25.3% | -99.8% | +74.4% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling