-34.1%
WDAY vs BURL
-17.2%
-16.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.3% |
| 7D | -2.5% | +4.1% | -6.6% | -3.4% |
| 30D | +4.7% | -9.5% | +14.2% | +7.0% |
| 3M | +13.3% | -33.5% | +46.8% | +24.3% |
| 6M | +57.3% | -22.1% | +79.4% | +65.3% |
| YTD | -10.2% | -14.6% | +4.4% | -8.5% |
| 1Y | -14.1% | -8.4% | -5.7% | -14.7% |
| 3Y | -11.7% | +86.6% | -98.2% | -31.2% |
| All | -34.1% | -17.2% | -16.9% | -38.3% |
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