-30.9%
WDAY vs BLK
+29.9%
-60.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -10.5% | -5.2% | -5.4% | -7.9% |
| 30D | +2.1% | -7.0% | +9.2% | +6.5% |
| 3M | +34.6% | +5.7% | +29.0% | +30.4% |
| 6M | +29.9% | +11.0% | +18.9% | +20.6% |
| YTD | -13.8% | +0.9% | -14.7% | -15.9% |
| 1Y | -18.3% | -1.6% | -16.7% | -19.3% |
| 3Y | -26.2% | +64.5% | -90.6% | -50.2% |
| All | -30.9% | +29.9% | -60.8% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling