-11.7%
WDAY vs BUD
+49.3%
-61.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.2% | -3.4% |
| 7D | -2.5% | +4.5% | -6.9% | -3.0% |
| 30D | +4.7% | +12.5% | -7.8% | +3.3% |
| 3M | +13.3% | 0.0% | +13.3% | +12.9% |
| 6M | +57.3% | +3.8% | +53.5% | +56.3% |
| YTD | -10.2% | +33.1% | -43.2% | -14.7% |
| 1Y | -14.1% | +35.5% | -49.6% | -18.8% |
| 3Y | -11.7% | +49.4% | -61.1% | -19.4% |
| All | -11.7% | +49.3% | -61.0% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling