+112.2%
WDAY vs BKR
+125.3%
-13.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -5.2% | -7.0% | +1.8% | -4.0% |
| 30D | +5.9% | -8.1% | +14.1% | +7.4% |
| 3M | +42.3% | -6.6% | +48.9% | +43.6% |
| 6M | +34.7% | +0.9% | +33.9% | +33.1% |
| YTD | -13.5% | +31.1% | -44.6% | -19.3% |
| 1Y | -18.1% | +27.7% | -45.8% | -23.3% |
| 3Y | -26.4% | +71.2% | -97.6% | -36.1% |
| 5Y | -30.6% | +177.6% | -208.2% | -47.1% |
| All | +112.2% | +125.3% | -13.1% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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