-26.6%
WDAY vs BR
-5.0%
-21.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -10.5% | -6.0% | -4.6% | -6.1% |
| 30D | +2.1% | -0.9% | +3.0% | +3.2% |
| 3M | +34.6% | +16.4% | +18.3% | +21.6% |
| 6M | +29.9% | -8.2% | +38.1% | +34.8% |
| YTD | -13.8% | -23.2% | +9.4% | -2.0% |
| 1Y | -18.3% | -30.9% | +12.7% | -2.2% |
| All | -26.6% | -5.0% | -21.6% | -25.2% |
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