+302.1%
WDAY vs BND
+26.0%
+276.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -4.4% | -0.1% | -4.2% | -4.3% |
| 30D | +14.7% | -0.4% | +15.1% | +15.0% |
| 3M | +32.4% | -0.6% | +33.0% | +32.9% |
| 6M | +36.9% | -1.4% | +38.3% | +38.1% |
| YTD | -8.8% | -0.2% | -8.6% | -8.7% |
| 1Y | -15.3% | +1.3% | -16.6% | -16.1% |
| 3Y | -21.2% | +13.2% | -34.4% | -27.7% |
| 5Y | -29.5% | -1.6% | -27.9% | -33.7% |
| 10Y | +120.0% | +15.5% | +104.6% | +132.0% |
| All | +302.1% | +26.0% | +276.1% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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