+291.5%
WDAY vs BAX
-0.7%
+292.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -4.8% | +0.4% | -5.1% | -4.9% |
| 30D | +2.5% | +3.4% | -0.9% | +1.2% |
| 3M | +8.8% | -4.5% | +13.2% | +10.0% |
| 6M | +60.7% | +44.0% | +16.7% | +42.4% |
| YTD | -11.2% | +34.9% | -46.1% | -21.5% |
| 1Y | -15.6% | +37.9% | -53.5% | -26.1% |
| 3Y | -17.1% | -17.1% | 0.0% | -17.8% |
| 5Y | -35.7% | -64.3% | +28.6% | -8.0% |
| 10Y | +130.4% | -35.9% | +166.3% | +132.0% |
| All | +291.5% | -0.7% | +292.3% | +271.6% |
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