+9.9%
WDAY vs BAM
+71.9%
-62.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.4% | -3.4% |
| 7D | -6.1% | -1.6% | -4.5% | -5.4% |
| 30D | +3.7% | -6.0% | +9.7% | +6.6% |
| 3M | +29.6% | +7.3% | +22.2% | +26.0% |
| 6M | +23.3% | +8.2% | +15.1% | +19.0% |
| YTD | -13.3% | -3.8% | -9.4% | -12.3% |
| 1Y | -19.6% | -10.7% | -8.9% | -16.5% |
| 3Y | -25.7% | +55.3% | -81.0% | -37.7% |
| All | +9.9% | +71.9% | -62.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling