+292.6%
WDAY vs BAH
+941.2%
-648.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -5.3% | -1.6% | -3.7% | -4.7% |
| 30D | +1.5% | +18.0% | -16.5% | -4.6% |
| 3M | +5.5% | +11.4% | -6.0% | +1.1% |
| 6M | +57.4% | +17.7% | +39.7% | +47.6% |
| YTD | -11.0% | +5.4% | -16.4% | -13.7% |
| 1Y | -15.8% | +2.8% | -18.5% | -17.8% |
| 3Y | -16.9% | -26.7% | +9.8% | -13.5% |
| 5Y | -35.3% | +8.1% | -43.3% | -43.1% |
| 10Y | +131.0% | +202.5% | -71.5% | +35.6% |
| All | +292.6% | +941.2% | -648.6% | +91.1% |
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 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