-13.2%
WDAY vs BR
+14.9%
-28.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.7% |
| 7D | +1.8% | +1.1% | +0.8% | +1.0% |
| 30D | +4.1% | +14.4% | -10.3% | -6.3% |
| 3M | -4.8% | +12.4% | -17.3% | -13.1% |
| 6M | +68.6% | +35.4% | +33.2% | +36.2% |
| YTD | -8.5% | -12.2% | +3.6% | -6.6% |
| 1Y | -12.1% | -12.7% | +0.6% | -9.9% |
| 3Y | -13.2% | +14.3% | -27.5% | -29.5% |
| All | -13.2% | +14.9% | -28.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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