+303.5%
WDAY vs BND
+24.5%
+279.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.2% | +3.1% |
| 7D | +1.8% | -1.4% | +3.3% | +2.8% |
| 30D | +4.1% | +0.6% | +3.5% | +3.7% |
| 3M | -4.8% | -1.6% | -3.2% | -3.8% |
| 6M | +68.6% | -1.5% | +70.2% | +70.3% |
| YTD | -8.5% | -1.5% | -7.1% | -7.7% |
| 1Y | -12.1% | -1.1% | -11.0% | -11.5% |
| 3Y | -13.2% | +13.6% | -26.8% | -20.6% |
| 5Y | -33.7% | -1.8% | -31.9% | -37.3% |
| 10Y | +137.4% | +17.0% | +120.4% | +162.3% |
| All | +303.5% | +24.5% | +279.0% | +356.2% |
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