+303.5%
WDAY vs BR
+1,003.1%
-699.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | -4.8% | +12.4% | -17.3% | -12.8% |
| 6M | +68.6% | +35.4% | +33.2% | +36.8% |
| YTD | -8.5% | -12.2% | +3.6% | +0.1% |
| 1Y | -12.1% | -12.7% | +0.6% | -3.4% |
| 3Y | -13.2% | +14.3% | -27.5% | -23.0% |
| 5Y | -33.7% | +19.3% | -53.0% | -43.8% |
| 10Y | +137.4% | +278.1% | -140.7% | -14.7% |
| All | +303.5% | +1,003.1% | -699.6% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling