+131.0%
WDAY vs BWA
+92.6%
+38.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.8% |
| 7D | -5.3% | +1.7% | -7.0% | -5.8% |
| 30D | +1.5% | -14.6% | +16.2% | +5.2% |
| 3M | +5.5% | -26.2% | +31.7% | +12.7% |
| 6M | +57.4% | -18.4% | +75.9% | +61.9% |
| YTD | -11.0% | +14.7% | -25.7% | -19.5% |
| 1Y | -15.8% | +13.3% | -29.1% | -23.6% |
| 3Y | -16.9% | +64.7% | -81.6% | -35.1% |
| 5Y | -35.3% | +32.2% | -67.4% | -47.3% |
| 10Y | +131.0% | +96.8% | +34.2% | +35.5% |
| All | +131.0% | +92.6% | +38.4% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling