+254.7%
BA vs WDAY
+307.5%
-52.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +2.3% |
| 7D | +1.2% | -4.4% | +5.5% | +2.3% |
| 30D | -11.6% | +14.7% | -26.4% | -15.6% |
| 3M | -2.4% | +32.4% | -34.7% | -11.2% |
| 6M | -6.6% | +36.9% | -43.5% | -17.2% |
| YTD | -2.2% | -8.8% | +6.6% | -2.9% |
| 1Y | -8.0% | -15.3% | +7.3% | -7.1% |
| 3Y | -5.0% | -21.2% | +16.2% | -4.9% |
| 5Y | -2.7% | -29.5% | +26.8% | -2.5% |
| 10Y | +75.9% | +120.0% | -44.2% | +29.5% |
| All | +254.7% | +307.5% | -52.8% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling