+113.3%
WDAY vs BP
+132.0%
-18.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | -7.4% | +4.0% | -11.4% | -8.1% |
| 30D | +1.0% | +7.8% | -6.8% | -0.6% |
| 3M | +32.7% | +8.4% | +24.3% | +29.9% |
| 6M | +25.6% | +15.1% | +10.5% | +21.2% |
| YTD | -13.4% | +36.4% | -49.8% | -19.8% |
| 1Y | -19.4% | +40.9% | -60.3% | -26.1% |
| 3Y | -25.8% | +38.8% | -64.6% | -32.6% |
| 5Y | -31.1% | +141.1% | -172.2% | -46.8% |
| 10Y | +113.3% | +133.9% | -20.6% | +63.1% |
| All | +113.3% | +132.0% | -18.7% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling