+282.6%
WDAY vs BX
+1,728.6%
-1,446.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.1% |
| 7D | -6.1% | -2.0% | -4.1% | -5.2% |
| 30D | +3.7% | -2.3% | +6.0% | +4.9% |
| 3M | +29.6% | +18.5% | +11.1% | +19.3% |
| 6M | +23.3% | +23.7% | -0.4% | +10.4% |
| YTD | -13.3% | -10.4% | -2.9% | -10.3% |
| 1Y | -19.6% | -19.6% | -0.1% | -13.0% |
| 3Y | -25.7% | +30.8% | -56.5% | -39.0% |
| 5Y | -31.6% | +24.3% | -55.9% | -45.4% |
| 10Y | +109.9% | +679.5% | -569.5% | -30.7% |
| All | +282.6% | +1,728.6% | -1,446.0% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling