-31.1%
WDAY vs BAX
-67.6%
+36.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -7.4% | -5.1% | -2.3% | -6.5% |
| 30D | +1.0% | -12.2% | +13.2% | +3.4% |
| 3M | +32.7% | +21.8% | +10.9% | +28.8% |
| 6M | +25.6% | +36.3% | -10.7% | +19.4% |
| YTD | -13.4% | +27.8% | -41.2% | -17.5% |
| 1Y | -19.4% | -0.1% | -19.3% | -19.8% |
| 3Y | -25.8% | -33.3% | +7.5% | -21.3% |
| 5Y | -31.1% | -67.1% | +36.0% | -8.8% |
| All | -31.1% | -67.6% | +36.5% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling