-26.4%
WDAY vs BLK
+66.0%
-92.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.3% |
| 7D | -5.2% | -3.3% | -1.8% | -3.9% |
| 30D | +5.9% | -6.5% | +12.5% | +8.8% |
| 3M | +42.3% | +6.7% | +35.5% | +39.0% |
| 6M | +34.7% | +14.7% | +20.0% | +26.3% |
| YTD | -13.5% | +2.5% | -16.1% | -15.1% |
| 1Y | -18.1% | -2.8% | -15.3% | -17.6% |
| 3Y | -26.4% | +65.9% | -92.2% | -44.5% |
| All | -26.4% | +66.0% | -92.3% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling