+113.3%
WDAY vs BWA
+142.7%
-29.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | +1.0% | -5.6% | +6.6% | +2.2% |
| 3M | +32.7% | -10.7% | +43.4% | +35.4% |
| 6M | +25.6% | +23.2% | +2.4% | +15.8% |
| YTD | -13.4% | +46.0% | -59.4% | -25.7% |
| 1Y | -19.4% | +51.2% | -70.5% | -31.7% |
| 3Y | -25.8% | +69.6% | -95.3% | -41.2% |
| 5Y | -31.1% | +86.6% | -117.7% | -48.7% |
| 10Y | +113.3% | +152.3% | -39.0% | +23.0% |
| All | +113.3% | +142.7% | -29.4% | +23.0% |
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