+282.1%
WDAY vs BLK
+716.8%
-434.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.1% |
| 7D | -7.4% | -2.7% | -4.7% | -5.8% |
| 30D | +1.0% | -4.8% | +5.8% | +4.1% |
| 3M | +32.7% | +6.5% | +26.2% | +27.6% |
| 6M | +25.6% | +13.2% | +12.4% | +14.9% |
| YTD | -13.4% | +1.8% | -15.2% | -16.2% |
| 1Y | -19.4% | -1.0% | -18.4% | -20.9% |
| 3Y | -25.8% | +66.0% | -91.7% | -48.6% |
| 5Y | -31.1% | +31.2% | -62.3% | -45.6% |
| 10Y | +113.3% | +278.5% | -165.2% | -19.1% |
| All | +282.1% | +716.8% | -434.7% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling