+13.8%
WDAY vs BAM
+86.2%
-72.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.6% | -4.0% |
| 7D | -2.5% | +9.7% | -12.2% | -6.3% |
| 30D | +4.7% | +19.0% | -14.3% | -2.8% |
| 3M | +13.3% | +0.6% | +12.8% | +12.9% |
| 6M | +57.3% | +11.1% | +46.2% | +49.8% |
| YTD | -10.2% | +4.2% | -14.4% | -12.4% |
| 1Y | -14.1% | +3.3% | -17.4% | -16.1% |
| 3Y | -11.7% | +88.8% | -100.4% | -31.0% |
| All | +13.8% | +86.2% | -72.4% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling