-25.7%
WDAY vs BLDR
-54.9%
+29.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -4.3% |
| 7D | -6.1% | -0.3% | -5.8% | -6.1% |
| 30D | +3.7% | -16.2% | +19.9% | +5.8% |
| 3M | +29.6% | -14.4% | +44.0% | +31.1% |
| 6M | +23.3% | -32.8% | +56.1% | +28.6% |
| YTD | -13.3% | -39.2% | +25.9% | -8.5% |
| 1Y | -19.6% | -57.7% | +38.0% | -10.4% |
| 3Y | -25.7% | -55.3% | +29.6% | -23.6% |
| All | -25.7% | -54.9% | +29.2% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling