+280.1%
WDAY vs BKR
+159.3%
+120.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.1% | +0.8% |
| 7D | -10.5% | -6.7% | -3.9% | -9.3% |
| 30D | +2.1% | -8.3% | +10.5% | +3.8% |
| 3M | +34.6% | -5.4% | +40.0% | +35.6% |
| 6M | +29.9% | +0.8% | +29.1% | +28.2% |
| YTD | -13.8% | +31.8% | -45.7% | -20.3% |
| 1Y | -18.3% | +28.6% | -46.9% | -24.1% |
| 3Y | -26.2% | +71.2% | -97.4% | -36.9% |
| 5Y | -30.8% | +179.2% | -210.0% | -48.9% |
| 10Y | +112.2% | +124.0% | -11.7% | +45.3% |
| All | +280.1% | +159.3% | +120.9% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling