+290.7%
WDAY vs BUD
+32.8%
+257.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.9% |
| 7D | -4.0% | +1.3% | -5.3% | -4.5% |
| 30D | +1.9% | +10.0% | -8.1% | -1.5% |
| 3M | +5.9% | +1.6% | +4.3% | +5.3% |
| 6M | +48.8% | +6.5% | +42.3% | +45.0% |
| YTD | -11.4% | +34.8% | -46.3% | -21.8% |
| 1Y | -15.5% | +36.5% | -52.0% | -25.8% |
| 3Y | -15.6% | +49.0% | -64.6% | -29.8% |
| 5Y | -35.2% | +51.7% | -86.9% | -47.2% |
| 10Y | +123.9% | -7.5% | +131.4% | +106.8% |
| All | +290.7% | +32.8% | +257.9% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling