-31.6%
WDAY vs BWA
+88.6%
-120.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.6% |
| 7D | -6.1% | +4.3% | -10.4% | -6.7% |
| 30D | +3.7% | -2.9% | +6.6% | +4.0% |
| 3M | +29.6% | -12.4% | +42.0% | +32.1% |
| 6M | +23.3% | +28.6% | -5.2% | +14.9% |
| YTD | -13.3% | +48.2% | -61.5% | -24.0% |
| 1Y | -19.6% | +50.9% | -70.6% | -30.2% |
| 3Y | -25.7% | +72.2% | -97.8% | -39.8% |
| 5Y | -31.6% | +91.1% | -122.6% | -50.0% |
| All | -31.6% | +88.6% | -120.2% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling