+130.1%
WDAY vs BURL
+247.8%
-117.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -4.6% | +5.9% | -10.4% | -6.1% |
| 30D | +1.2% | -8.3% | +9.5% | +3.3% |
| 3M | +2.6% | -31.6% | +34.2% | +12.5% |
| 6M | +47.8% | -16.6% | +64.4% | +53.1% |
| YTD | -12.1% | -12.1% | 0.0% | -10.9% |
| 1Y | -17.1% | -10.0% | -7.2% | -17.2% |
| 3Y | -17.9% | +94.3% | -112.2% | -36.9% |
| 5Y | -35.1% | -13.2% | -21.9% | -39.8% |
| 10Y | +130.1% | +252.5% | -122.4% | +63.4% |
| All | +130.1% | +247.8% | -117.7% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling