-11.8%
BA vs WDAY
-16.6%
+4.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | 0.0% | -4.6% | +4.6% | +0.5% |
| 30D | -8.9% | +1.2% | -10.2% | -9.1% |
| 3M | -25.5% | +2.6% | -28.1% | -26.0% |
| 6M | -27.0% | +47.8% | -74.7% | -31.1% |
| YTD | -20.1% | -12.1% | -8.1% | -17.1% |
| 1Y | -11.0% | -17.1% | +6.1% | -6.5% |
| 3Y | -11.8% | -17.9% | +6.0% | -9.9% |
| All | -11.8% | -16.6% | +4.8% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling