+287.9%
WDAY vs BAH
+947.6%
-659.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -4.6% | +0.5% | -5.0% | -4.7% |
| 30D | +1.2% | +18.2% | -17.0% | -4.9% |
| 3M | +2.6% | +13.1% | -10.5% | -2.3% |
| 6M | +47.8% | +15.2% | +32.6% | +39.6% |
| YTD | -12.1% | +6.0% | -18.1% | -14.9% |
| 1Y | -17.1% | +3.1% | -20.2% | -19.3% |
| 3Y | -17.9% | -26.2% | +8.3% | -14.7% |
| 5Y | -35.1% | +9.3% | -44.4% | -43.2% |
| 10Y | +130.1% | +212.3% | -82.2% | +33.7% |
| All | +287.9% | +947.6% | -659.7% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling