+113.3%
WDAY vs BUD
-24.2%
+137.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | -7.4% | -1.3% | -6.1% | -7.0% |
| 30D | +1.0% | -6.1% | +7.2% | +3.2% |
| 3M | +32.7% | -3.8% | +36.4% | +34.3% |
| 6M | +25.6% | +8.2% | +17.4% | +21.5% |
| YTD | -13.4% | +23.6% | -37.0% | -20.5% |
| 1Y | -19.4% | +33.4% | -52.8% | -28.1% |
| 3Y | -25.8% | +45.3% | -71.1% | -37.1% |
| 5Y | -31.1% | +44.3% | -75.4% | -42.4% |
| 10Y | +113.3% | -22.8% | +136.1% | +100.1% |
| All | +113.3% | -24.2% | +137.5% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling