-16.2%
BA vs WDAY
-12.7%
-3.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.1% | -0.4% |
| 7D | -1.1% | +1.8% | -2.9% | -1.3% |
| 30D | -7.1% | +4.1% | -11.2% | -7.6% |
| 3M | -25.5% | -4.8% | -20.7% | -25.3% |
| 6M | -28.7% | +68.6% | -97.3% | -34.1% |
| YTD | -21.0% | -8.5% | -12.5% | -18.3% |
| 1Y | -11.9% | -12.1% | +0.2% | -8.2% |
| 3Y | -16.2% | -13.2% | -3.0% | -15.8% |
| All | -16.2% | -12.7% | -3.4% | -15.8% |
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