-19.3%
WDAY vs BAH
-26.8%
+7.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -3.9% | -4.4% |
| 7D | -6.1% | -4.3% | -1.8% | -4.1% |
| 30D | +3.7% | -4.5% | +8.2% | +6.0% |
| 3M | +29.6% | -7.6% | +37.2% | +32.8% |
| 6M | +23.3% | -10.6% | +33.9% | +27.8% |
| YTD | -13.3% | -12.6% | -0.7% | -10.1% |
| All | -19.3% | -26.8% | +7.6% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling