+292.6%
WDAY vs BAX
+1.6%
+291.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -5.3% | -0.6% | -4.7% | -5.2% |
| 30D | +1.5% | +6.3% | -4.7% | -0.6% |
| 3M | +5.5% | -4.6% | +10.0% | +6.8% |
| 6M | +57.4% | +50.4% | +7.0% | +37.5% |
| YTD | -11.0% | +38.0% | -49.0% | -21.8% |
| 1Y | -15.8% | +44.6% | -60.4% | -27.4% |
| 3Y | -16.9% | -15.1% | -1.8% | -18.2% |
| 5Y | -35.3% | -63.3% | +28.0% | -8.2% |
| 10Y | +131.0% | -34.4% | +165.4% | +131.0% |
| All | +292.6% | +1.6% | +291.0% | +270.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling