-21.9%
WDAY vs BAX
-29.9%
+8.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.5% |
| 7D | -4.4% | -1.1% | -3.2% | -4.2% |
| 30D | +14.7% | -5.5% | +20.2% | +15.5% |
| 3M | +32.4% | +33.5% | -1.2% | +29.2% |
| 6M | +36.9% | +35.9% | +1.0% | +33.3% |
| YTD | -8.8% | +35.4% | -44.2% | -11.7% |
| 1Y | -15.3% | +9.8% | -25.0% | -16.1% |
| All | -21.9% | -29.9% | +8.0% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling