+251.7%
BAC vs WDAY
+127.1%
+124.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.6% |
| 7D | +2.0% | -4.0% | +6.0% | +2.8% |
| 30D | -6.9% | +1.9% | -8.9% | -7.4% |
| 3M | -19.6% | +5.9% | -25.5% | -21.2% |
| 6M | -0.5% | +48.8% | -49.3% | -10.8% |
| YTD | -6.6% | -11.4% | +4.8% | -6.4% |
| 1Y | -3.0% | -15.5% | +12.6% | -1.8% |
| 3Y | +97.3% | -15.6% | +112.9% | +94.3% |
| 5Y | +21.9% | -35.2% | +57.1% | +24.1% |
| 10Y | +251.7% | +123.9% | +127.8% | +153.7% |
| All | +251.7% | +127.1% | +124.5% | +153.7% |
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