-25.7%
WDAY vs BWA
+72.9%
-98.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.9% |
| 7D | -6.1% | +4.3% | -10.4% | -6.1% |
| 30D | +3.7% | -2.9% | +6.6% | +3.7% |
| 3M | +29.6% | -12.4% | +42.0% | +30.5% |
| 6M | +23.3% | +28.6% | -5.2% | +20.0% |
| YTD | -13.3% | +48.2% | -61.5% | -19.4% |
| 1Y | -19.6% | +50.9% | -70.6% | -25.8% |
| 3Y | -25.7% | +72.2% | -97.8% | -37.2% |
| All | -25.7% | +72.9% | -98.6% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling