+291.5%
WDAY vs BWA
+105.3%
+186.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -4.8% | +7.3% | -12.0% | -6.7% |
| 30D | +2.5% | -15.8% | +18.3% | +7.3% |
| 3M | +8.8% | -25.7% | +34.5% | +17.4% |
| 6M | +60.7% | -19.6% | +80.3% | +67.0% |
| YTD | -11.2% | +14.1% | -25.3% | -20.4% |
| 1Y | -15.6% | +12.2% | -27.8% | -23.9% |
| 3Y | -17.1% | +63.8% | -81.0% | -36.7% |
| 5Y | -35.7% | +28.7% | -64.4% | -48.1% |
| 10Y | +130.4% | +95.8% | +34.7% | +35.7% |
| All | +291.5% | +105.3% | +186.2% | +160.5% |
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