-19.4%
WDAY vs BAX
+1.4%
-20.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | -7.4% | -5.1% | -2.3% | -7.0% |
| 30D | +1.0% | -12.2% | +13.2% | +1.9% |
| 3M | +32.7% | +21.8% | +10.9% | +33.8% |
| 6M | +25.6% | +36.3% | -10.7% | +27.8% |
| YTD | -13.4% | +27.8% | -41.2% | -12.2% |
| 1Y | -19.4% | -0.1% | -19.3% | -22.2% |
| All | -19.4% | +1.4% | -20.8% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling