-14.1%
WDAY vs BURL
-7.8%
-6.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.6% |
| 7D | -2.5% | +4.1% | -6.6% | -2.5% |
| 30D | +4.7% | -9.5% | +14.2% | +4.8% |
| 3M | +13.3% | -33.5% | +46.8% | +13.9% |
| 6M | +57.3% | -22.1% | +79.4% | +58.5% |
| YTD | -10.2% | -14.6% | +4.4% | -8.2% |
| 1Y | -14.1% | -8.4% | -5.7% | -11.1% |
| All | -14.1% | -7.8% | -6.2% | -11.1% |
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 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