-25.7%
WDAY vs BP
+36.5%
-62.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.3% | -5.0% |
| 7D | -6.1% | +0.9% | -7.0% | -6.1% |
| 30D | +3.7% | +9.1% | -5.4% | +3.1% |
| 3M | +29.6% | +3.9% | +25.7% | +29.1% |
| 6M | +23.3% | +13.6% | +9.7% | +22.0% |
| YTD | -13.3% | +34.0% | -47.3% | -15.8% |
| 1Y | -19.6% | +39.2% | -58.8% | -22.7% |
| 3Y | -25.7% | +36.4% | -62.1% | -29.8% |
| All | -25.7% | +36.5% | -62.1% | -29.8% |
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