+112.2%
WDAY vs BLK
+283.5%
-171.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.6% |
| 7D | -5.2% | -3.3% | -1.8% | -3.3% |
| 30D | +5.9% | -6.5% | +12.5% | +10.2% |
| 3M | +42.3% | +6.7% | +35.5% | +36.8% |
| 6M | +34.7% | +14.7% | +20.0% | +22.7% |
| YTD | -13.5% | +2.5% | -16.1% | -16.5% |
| 1Y | -18.1% | -2.8% | -15.3% | -18.6% |
| 3Y | -26.4% | +65.9% | -92.2% | -48.4% |
| 5Y | -30.6% | +33.0% | -63.6% | -45.5% |
| All | +112.2% | +283.5% | -171.3% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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