-31.6%
WDAY vs BAH
-2.8%
-28.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -3.9% | -4.5% |
| 7D | -6.1% | -4.3% | -1.8% | -4.7% |
| 30D | +3.7% | -4.5% | +8.2% | +5.3% |
| 3M | +29.6% | -7.6% | +37.2% | +32.3% |
| 6M | +23.3% | -10.6% | +33.9% | +27.1% |
| YTD | -13.3% | -12.6% | -0.7% | -10.4% |
| 1Y | -19.6% | -27.0% | +7.3% | -13.8% |
| 3Y | -25.7% | -31.5% | +5.8% | -24.4% |
| 5Y | -31.6% | -3.8% | -27.7% | -39.7% |
| All | -31.6% | -2.8% | -28.7% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling