-28.6%
WDAY vs BURL
-11.0%
-17.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -6.0% |
| 7D | -4.4% | -2.8% | -1.6% | -3.8% |
| 30D | +14.7% | -28.2% | +42.9% | +23.9% |
| 3M | +32.4% | -17.6% | +50.0% | +38.2% |
| 6M | +36.9% | -11.8% | +48.7% | +39.5% |
| 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% | -35.1% |
| All | -28.6% | -11.0% | -17.7% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling