+195.8%
BA vs WDAY
+320.1%
-124.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.2% | +1.6% |
| 7D | +5.9% | -1.2% | +7.1% | +6.2% |
| 30D | -8.2% | +6.8% | -15.0% | -9.9% |
| 3M | -25.4% | +17.8% | -43.2% | -29.4% |
| 6M | -20.0% | +57.8% | -77.8% | -31.6% |
| YTD | -18.5% | -6.0% | -12.5% | -20.0% |
| 1Y | -10.6% | -13.5% | +2.9% | -10.3% |
| 3Y | -9.3% | -7.6% | -1.7% | -13.6% |
| 5Y | -16.9% | -30.5% | +13.6% | -16.4% |
| 10Y | +37.9% | +143.9% | -106.0% | -0.9% |
| All | +195.8% | +320.1% | -124.3% | +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