+191.7%
BA vs WDAY
+297.8%
-106.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -1.4% | -5.3% | +3.9% | 0.0% |
| 30D | -7.9% | +1.5% | -9.4% | -8.4% |
| 3M | -25.2% | +5.5% | -30.6% | -27.1% |
| 6M | -26.7% | +57.4% | -84.2% | -37.3% |
| YTD | -19.6% | -11.0% | -8.6% | -19.9% |
| 1Y | -10.6% | -15.8% | +5.2% | -9.7% |
| 3Y | -11.2% | -16.9% | +5.6% | -12.9% |
| 5Y | -20.4% | -35.3% | +14.8% | -18.4% |
| 10Y | +26.8% | +131.0% | -104.3% | -7.6% |
| All | +191.7% | +297.8% | -106.2% | +103.6% |
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 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