+302.1%
WDAY vs BAX
-0.4%
+302.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.7% |
| 7D | -4.4% | -1.1% | -3.2% | -4.0% |
| 30D | +14.7% | -5.5% | +20.2% | +16.9% |
| 3M | +32.4% | +33.5% | -1.2% | +20.8% |
| 6M | +36.9% | +35.9% | +1.0% | +23.0% |
| YTD | -8.8% | +35.4% | -44.2% | -19.2% |
| 1Y | -15.3% | +9.8% | -25.0% | -20.1% |
| 3Y | -21.2% | -32.7% | +11.5% | -14.5% |
| 5Y | -29.5% | -65.6% | +36.0% | +2.9% |
| 10Y | +120.0% | -34.9% | +154.9% | +120.3% |
| All | +302.1% | -0.4% | +302.5% | +282.4% |
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 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