-21.5%
WDAY vs BIYA
-99.8%
+78.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.6% | -5.3% |
| 7D | -4.4% | +1.3% | -5.7% | -4.4% |
| 30D | +14.7% | -21.0% | +35.7% | +15.4% |
| 3M | +32.4% | -74.3% | +106.7% | +32.6% |
| 6M | +36.9% | -84.6% | +121.5% | +34.6% |
| YTD | -8.8% | -94.2% | +85.3% | -9.8% |
| 1Y | -15.3% | -98.2% | +82.9% | -14.4% |
| All | -21.5% | -99.8% | +78.2% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling