-15.3%
WDAY vs BX
-15.8%
+0.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.0% |
| 7D | -4.4% | -4.4% | 0.0% | -3.0% |
| 30D | +14.7% | +0.1% | +14.7% | +15.0% |
| 3M | +32.4% | +16.0% | +16.4% | +27.4% |
| 6M | +36.9% | +21.6% | +15.3% | +29.8% |
| YTD | -8.8% | -8.9% | +0.1% | -6.7% |
| 1Y | -15.3% | -16.6% | +1.3% | -12.9% |
| All | -15.3% | -15.8% | +0.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling