-26.6%
WDAY vs BKR
+69.4%
-96.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.1% | 0.0% |
| 7D | -10.5% | -6.7% | -3.9% | -10.1% |
| 30D | +2.1% | -8.3% | +10.5% | +2.7% |
| 3M | +34.6% | -5.4% | +40.0% | +35.2% |
| 6M | +29.9% | +0.8% | +29.1% | +28.7% |
| YTD | -13.8% | +31.8% | -45.7% | -19.0% |
| 1Y | -18.3% | +28.6% | -46.9% | -22.9% |
| All | -26.6% | +69.4% | -96.1% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling