-11.7%
WDAY vs BP
+42.8%
-54.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.6% |
| 7D | -2.5% | -11.6% | +9.1% | -1.9% |
| 30D | +4.7% | 0.0% | +4.6% | +4.5% |
| 3M | +13.3% | +6.7% | +6.6% | +12.6% |
| 6M | +57.3% | +2.2% | +55.1% | +56.6% |
| YTD | -10.2% | +33.0% | -43.2% | -13.0% |
| 1Y | -14.1% | +30.7% | -44.8% | -16.6% |
| 3Y | -11.7% | +44.2% | -55.9% | -15.7% |
| All | -11.7% | +42.8% | -54.4% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling