-19.4%
WDAY vs BP
+39.3%
-58.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | +0.1% |
| 7D | -7.4% | +4.0% | -11.4% | -6.9% |
| 30D | +1.0% | +7.8% | -6.8% | +1.9% |
| 3M | +32.7% | +8.4% | +24.3% | +33.5% |
| 6M | +25.6% | +15.1% | +10.5% | +29.6% |
| YTD | -13.4% | +36.4% | -49.8% | -7.3% |
| 1Y | -19.4% | +40.9% | -60.3% | -14.3% |
| All | -19.4% | +39.3% | -58.6% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling