+144.0%
WDAY vs BAH
+198.8%
-54.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +1.8% | +1.7% | +0.1% | +1.2% |
| 30D | +4.1% | +20.8% | -16.7% | -3.3% |
| 3M | -4.8% | +11.6% | -16.4% | -9.0% |
| 6M | +68.6% | +23.1% | +45.5% | +55.2% |
| YTD | -8.5% | +5.3% | -13.8% | -11.5% |
| 1Y | -12.1% | +6.1% | -18.2% | -15.4% |
| 3Y | -13.2% | -27.5% | +14.3% | -9.9% |
| 5Y | -33.7% | +6.2% | -39.9% | -42.8% |
| All | +144.0% | +198.8% | -54.8% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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