-35.1%
WDAY vs BAX
-62.5%
+27.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.6% | +3.6% | -8.2% | -5.2% |
| 30D | +1.2% | +8.5% | -7.3% | -0.3% |
| 3M | +2.6% | -4.9% | +7.4% | +3.3% |
| 6M | +47.8% | +47.0% | +0.8% | +38.7% |
| YTD | -12.1% | +38.4% | -50.5% | -17.6% |
| 1Y | -17.1% | +49.1% | -66.3% | -23.6% |
| 3Y | -17.9% | -14.9% | -3.0% | -18.0% |
| 5Y | -35.1% | -63.1% | +28.0% | -14.7% |
| All | -35.1% | -62.5% | +27.4% | -14.7% |
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