+302.1%
WDAY vs BP
+131.4%
+170.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | -4.4% | +3.9% | -8.3% | -5.3% |
| 30D | +14.7% | +7.6% | +7.1% | +12.6% |
| 3M | +32.4% | +0.7% | +31.7% | +31.5% |
| 6M | +36.9% | +15.5% | +21.4% | +31.1% |
| YTD | -8.8% | +30.8% | -39.7% | -15.9% |
| 1Y | -15.3% | +34.3% | -49.6% | -22.6% |
| 3Y | -21.2% | +35.1% | -56.3% | -29.2% |
| 5Y | -29.5% | +126.8% | -156.3% | -47.0% |
| 10Y | +120.0% | +123.4% | -3.3% | +54.8% |
| All | +302.1% | +131.4% | +170.7% | +195.2% |
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