-4.6%
BA vs WDAY
-20.6%
+16.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.5% |
| 7D | +1.2% | -4.4% | +5.5% | +1.7% |
| 30D | -11.6% | +14.7% | -26.4% | -13.4% |
| 3M | -2.4% | +32.4% | -34.7% | -6.4% |
| 6M | -6.6% | +36.9% | -43.5% | -11.0% |
| YTD | -2.2% | -8.8% | +6.6% | +1.2% |
| 1Y | -8.0% | -15.3% | +7.3% | -3.5% |
| All | -4.6% | -20.6% | +16.0% | -6.6% |
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