-30.6%
WDAY vs BX
+17.9%
-48.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.1% | -0.8% |
| 7D | -5.2% | -5.6% | +0.5% | -2.8% |
| 30D | +5.9% | -12.2% | +18.2% | +12.2% |
| 3M | +42.3% | +7.4% | +34.9% | +37.6% |
| 6M | +34.7% | +22.2% | +12.6% | +21.9% |
| YTD | -13.5% | -14.0% | +0.5% | -8.9% |
| 1Y | -18.1% | -27.3% | +9.2% | -7.2% |
| 3Y | -26.4% | +24.5% | -50.9% | -38.3% |
| All | -30.6% | +17.9% | -48.6% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling