+111.5%
WDAY vs BAH
+207.1%
-95.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.3% | -2.3% |
| 7D | -10.5% | +2.4% | -13.0% | -11.4% |
| 30D | +2.1% | -2.9% | +5.1% | +3.2% |
| 3M | +34.6% | -1.3% | +36.0% | +34.9% |
| 6M | +29.9% | -0.9% | +30.8% | +29.9% |
| YTD | -13.8% | -8.2% | -5.6% | -11.9% |
| 1Y | -18.3% | -24.0% | +5.7% | -11.6% |
| 3Y | -26.2% | -28.1% | +1.9% | -23.5% |
| 5Y | -30.8% | +2.5% | -33.3% | -39.6% |
| All | +111.5% | +207.1% | -95.5% | +26.6% |
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