+112.2%
WDAY vs BAX
-38.1%
+150.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | -5.2% | -7.9% | +2.7% | -2.9% |
| 30D | +5.9% | -11.7% | +17.6% | +9.9% |
| 3M | +42.3% | +16.2% | +26.1% | +36.4% |
| 6M | +34.7% | +32.0% | +2.7% | +23.5% |
| YTD | -13.5% | +24.7% | -38.3% | -20.6% |
| 1Y | -18.1% | -2.6% | -15.4% | -19.2% |
| 3Y | -26.4% | -35.0% | +8.6% | -19.8% |
| 5Y | -30.6% | -67.6% | +37.0% | +2.5% |
| All | +112.2% | -38.1% | +150.3% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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