-16.6%
WDAY vs BURL
-9.4%
-7.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -1.5% |
| 7D | -4.0% | +7.7% | -11.7% | -4.1% |
| 30D | +1.9% | -7.1% | +9.1% | +2.0% |
| 3M | +5.9% | -30.3% | +36.2% | +6.3% |
| 6M | +48.8% | -15.5% | +64.3% | +50.5% |
| YTD | -11.4% | -11.0% | -0.5% | -9.4% |
| All | -16.6% | -9.4% | -7.1% | -14.1% |
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