+619.6%
BAC vs WDAY
+293.1%
+326.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.1% | -4.6% | +6.6% | +3.1% |
| 30D | -6.7% | +1.2% | -7.9% | -7.1% |
| 3M | -20.2% | +2.6% | -22.8% | -21.4% |
| 6M | -0.2% | +47.8% | -48.0% | -10.8% |
| YTD | -6.4% | -12.1% | +5.7% | -6.3% |
| 1Y | -3.1% | -17.1% | +14.0% | -1.8% |
| 3Y | +96.7% | -17.9% | +114.6% | +94.6% |
| 5Y | +21.3% | -35.1% | +56.4% | +23.0% |
| 10Y | +237.7% | +130.1% | +107.6% | +130.8% |
| All | +619.6% | +293.1% | +326.5% | +346.2% |
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