+13.6%
WDAY vs BOXX
+18.4%
-4.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -10.5% | 0.0% | -10.6% | -10.8% |
| 30D | +2.1% | +0.3% | +1.8% | +0.6% |
| 3M | +34.6% | +1.0% | +33.7% | +27.9% |
| 6M | +29.9% | +1.9% | +28.0% | +19.6% |
| YTD | -13.8% | +2.6% | -16.5% | -21.5% |
| 1Y | -18.3% | +4.0% | -22.3% | -26.5% |
| 3Y | -26.2% | +14.6% | -40.8% | -15.7% |
| All | +13.6% | +18.4% | -4.9% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling