+31.8%
BA vs WDAY
+128.9%
-97.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.2% | +1.6% |
| 7D | +1.1% | -2.5% | +3.6% | +1.8% |
| 30D | -7.9% | +4.7% | -12.6% | -9.4% |
| 3M | -25.3% | +13.3% | -38.6% | -29.2% |
| 6M | -24.6% | +57.3% | -81.9% | -37.1% |
| YTD | -20.1% | -10.2% | -9.9% | -20.4% |
| 1Y | -11.8% | -14.1% | +2.3% | -11.0% |
| 3Y | -10.1% | -11.7% | +1.5% | -14.3% |
| 5Y | -22.7% | -33.5% | +10.7% | -20.5% |
| All | +31.8% | +128.9% | -97.1% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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