+111.5%
WDAY vs BX
+654.4%
-542.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.8% |
| 7D | -10.5% | -8.9% | -1.6% | -6.5% |
| 30D | +2.1% | -14.8% | +16.9% | +10.2% |
| 3M | +34.6% | +6.9% | +27.7% | +30.0% |
| 6M | +29.9% | +16.3% | +13.6% | +19.3% |
| YTD | -13.8% | -16.1% | +2.3% | -8.0% |
| 1Y | -18.3% | -26.8% | +8.5% | -7.2% |
| 3Y | -26.2% | +22.4% | -48.6% | -38.2% |
| 5Y | -30.8% | +16.0% | -46.8% | -43.9% |
| All | +111.5% | +654.4% | -542.9% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling