+13.9%
WDAY vs BOXX
+18.5%
-4.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.1% |
| 7D | -5.2% | +0.1% | -5.2% | -5.4% |
| 30D | +5.9% | +0.3% | +5.6% | +4.2% |
| 3M | +42.3% | +1.0% | +41.2% | +34.6% |
| 6M | +34.7% | +1.9% | +32.8% | +23.9% |
| YTD | -13.5% | +2.7% | -16.2% | -21.5% |
| 1Y | -18.1% | +4.0% | -22.1% | -26.5% |
| 3Y | -26.4% | +14.7% | -41.0% | -16.3% |
| All | +13.9% | +18.5% | -4.5% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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