+117.3%
WDAY vs BURL
+215.5%
-98.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -6.1% |
| 7D | -4.4% | -2.8% | -1.6% | -3.7% |
| 30D | +14.7% | -28.2% | +42.9% | +24.9% |
| 3M | +32.4% | -17.6% | +50.0% | +38.8% |
| 6M | +36.9% | -11.8% | +48.7% | +39.8% |
| YTD | -8.8% | -8.1% | -0.7% | -8.3% |
| 1Y | -15.3% | -12.0% | -3.3% | -14.6% |
| 3Y | -21.2% | +63.3% | -84.5% | -36.0% |
| 5Y | -29.5% | -10.8% | -18.7% | -34.9% |
| All | +117.3% | +215.5% | -98.2% | +53.1% |
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