+302.1%
WDAY vs BR
+890.9%
-588.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -2.9% |
| 7D | -4.4% | -5.3% | +0.9% | -0.4% |
| 30D | +14.7% | +6.4% | +8.3% | +10.0% |
| 3M | +32.4% | +13.6% | +18.7% | +21.6% |
| 6M | +36.9% | -6.7% | +43.6% | +45.0% |
| YTD | -8.8% | -21.1% | +12.3% | +8.2% |
| 1Y | -15.3% | -29.6% | +14.3% | +8.7% |
| 3Y | -21.2% | -2.4% | -18.8% | -21.6% |
| 5Y | -29.5% | +11.2% | -40.8% | -37.1% |
| 10Y | +120.0% | +191.8% | -71.7% | -4.8% |
| All | +302.1% | +890.9% | -588.8% | +0.1% |
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