+287.9%
WDAY vs BWA
+103.1%
+184.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | -4.6% | -2.4% | -2.1% | -4.1% |
| 30D | +1.2% | -17.7% | +18.9% | +6.6% |
| 3M | +2.6% | -27.0% | +29.5% | +11.2% |
| 6M | +47.8% | -17.3% | +65.1% | +52.0% |
| YTD | -12.1% | +12.9% | -24.9% | -20.9% |
| 1Y | -17.1% | +12.9% | -30.0% | -25.5% |
| 3Y | -17.9% | +62.1% | -80.0% | -37.1% |
| 5Y | -35.1% | +30.7% | -65.8% | -47.9% |
| 10Y | +130.1% | +89.2% | +41.0% | +37.3% |
| All | +287.9% | +103.1% | +184.8% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling