-30.4%
WDAY vs BURL
-13.3%
-17.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.7% | -5.7% | +0.2% |
| 7D | -1.2% | +10.4% | -11.6% | -3.6% |
| 30D | +6.8% | -4.9% | +11.8% | +7.9% |
| 3M | +17.8% | -29.8% | +47.6% | +27.6% |
| 6M | +57.8% | -16.5% | +74.3% | +63.0% |
| YTD | -6.0% | -10.5% | +4.5% | -5.3% |
| 1Y | -13.5% | -5.3% | -8.2% | -14.8% |
| 3Y | -7.6% | +95.1% | -102.6% | -28.7% |
| All | -30.4% | -13.3% | -17.1% | -35.4% |
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 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