+395.5%
BAC vs WDAY
+111.5%
+284.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.6% |
| 7D | +1.2% | -6.1% | +7.3% | +2.4% |
| 30D | -0.7% | +3.7% | -4.4% | -2.1% |
| 3M | +16.9% | +29.6% | -12.6% | +8.9% |
| 6M | +29.6% | +23.3% | +6.3% | +20.8% |
| YTD | +15.3% | -13.3% | +28.5% | +16.3% |
| 1Y | +28.8% | -19.6% | +48.5% | +31.9% |
| 3Y | +136.4% | -25.7% | +162.1% | +140.3% |
| 5Y | +72.9% | -31.6% | +104.5% | +73.6% |
| All | +395.5% | +111.5% | +284.0% | +253.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling