-12.1%
WDAY vs BP
+31.6%
-43.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +3.2% |
| 7D | +1.8% | +3.8% | -2.0% | +2.3% |
| 30D | +4.1% | -5.3% | +9.4% | +3.5% |
| 3M | -4.8% | +9.3% | -14.1% | -3.7% |
| 6M | +68.6% | +7.2% | +61.4% | +69.9% |
| YTD | -8.5% | +38.0% | -46.6% | +1.7% |
| 1Y | -12.1% | +33.2% | -45.3% | -2.4% |
| All | -12.1% | +31.6% | -43.7% | -2.4% |
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