+57.4%
WDAY vs BWA
-16.4%
+73.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.7% |
| 7D | -5.3% | +1.7% | -7.0% | -4.6% |
| 30D | +1.5% | -14.6% | +16.2% | -3.6% |
| 3M | +5.5% | -26.2% | +31.7% | -5.9% |
| 6M | +57.4% | -18.4% | +75.9% | +49.6% |
| All | +57.4% | -16.4% | +73.8% | +49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling