+111.5%
WDAY vs BLDR
+372.1%
-260.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.4% |
| 7D | -10.5% | -8.1% | -2.4% | -8.7% |
| 30D | +2.1% | -21.5% | +23.6% | +8.3% |
| 3M | +34.6% | -21.0% | +55.6% | +41.1% |
| 6M | +29.9% | -37.1% | +66.9% | +42.5% |
| YTD | -13.8% | -42.7% | +28.9% | -3.9% |
| 1Y | -18.3% | -58.0% | +39.7% | -1.6% |
| 3Y | -26.2% | -57.8% | +31.7% | -16.3% |
| 5Y | -30.8% | +10.3% | -41.1% | -42.3% |
| All | +111.5% | +372.1% | -260.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BLDR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling