+287.9%
WDAY vs BP
+135.5%
+152.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.6% | -6.3% | +1.8% | -3.1% |
| 30D | +1.2% | -3.6% | +4.8% | +1.9% |
| 3M | +2.6% | +5.2% | -2.7% | +0.9% |
| 6M | +47.8% | +5.3% | +42.5% | +44.7% |
| YTD | -12.1% | +33.1% | -45.2% | -19.4% |
| 1Y | -17.1% | +26.3% | -43.4% | -23.2% |
| 3Y | -17.9% | +47.5% | -65.4% | -28.1% |
| 5Y | -35.1% | +106.2% | -141.3% | -49.7% |
| 10Y | +130.1% | +127.0% | +3.2% | +60.8% |
| All | +287.9% | +135.5% | +152.5% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling