+790.0%
BAC vs WDAY
+307.5%
+482.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +1.1% |
| 7D | +1.1% | -4.4% | +5.5% | +2.0% |
| 30D | -0.4% | +14.7% | -15.1% | -4.0% |
| 3M | +16.9% | +32.4% | -15.5% | +8.1% |
| 6M | +26.6% | +36.9% | -10.3% | +14.8% |
| YTD | +15.8% | -8.8% | +24.6% | +15.3% |
| 1Y | +27.2% | -15.3% | +42.5% | +28.4% |
| 3Y | +132.4% | -21.2% | +153.6% | +132.8% |
| 5Y | +72.6% | -29.5% | +102.1% | +71.9% |
| 10Y | +389.7% | +120.0% | +269.7% | +239.4% |
| All | +790.0% | +307.5% | +482.5% | +449.2% |
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