-20.6%
BA vs WDAY
-35.3%
+14.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | 0.0% | -4.6% | +4.6% | +1.0% |
| 30D | -8.9% | +1.2% | -10.2% | -9.3% |
| 3M | -25.5% | +2.6% | -28.1% | -26.6% |
| 6M | -27.0% | +47.8% | -74.7% | -34.8% |
| YTD | -20.1% | -12.1% | -8.1% | -18.4% |
| 1Y | -11.0% | -17.1% | +6.1% | -7.6% |
| 3Y | -11.8% | -17.9% | +6.0% | -12.3% |
| 5Y | -20.6% | -35.1% | +14.4% | -10.6% |
| All | -20.6% | -35.3% | +14.7% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling