-15.3%
WDAY vs BURL
-9.5%
-5.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.4% |
| 7D | -4.4% | -2.8% | -1.6% | -4.3% |
| 30D | +14.7% | -28.2% | +42.9% | +15.7% |
| 3M | +32.4% | -17.6% | +50.0% | +34.1% |
| 6M | +36.9% | -11.8% | +48.7% | +38.5% |
| YTD | -8.8% | -8.1% | -0.7% | -7.4% |
| 1Y | -15.3% | -12.0% | -3.3% | -15.0% |
| All | -15.3% | -9.5% | -5.8% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling