-26.2%
WDAY vs BX
+25.6%
-51.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.5% | +1.2% |
| 7D | -7.4% | -5.7% | -1.7% | -5.4% |
| 30D | +1.0% | -8.9% | +9.9% | +4.5% |
| 3M | +32.7% | +8.4% | +24.3% | +29.1% |
| 6M | +25.6% | +18.9% | +6.7% | +17.7% |
| YTD | -13.4% | -13.6% | +0.3% | -9.4% |
| 1Y | -19.4% | -22.4% | +3.1% | -12.7% |
| All | -26.2% | +25.6% | -51.9% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling