Bayard had left Los Angeles and joined Davis in San Francisco, where the women began their cross-country walk with just $20 in their pockets (equivalent to about $260 today). Bayard was 20 years old and Davis 19 years old at the time.

Along their 3,000 mile journey, the two reported that they found the American people kind and accommodating, and they didn't miss a single meal or spend a night without a place to sleep. Despite a vaudeville producer trying to recruit them for his show in Chicago, Bayard and Davis kept strolling across the northeast and arrived in New York City some time in late September / early October.

Although they planned to find work in New York, by November 1920, one month after completing their cross-country walk, they set out for Cuba, this time via bicycle!

A short mention in a 1921 newspaper indicates that Bayard may have also done a return trip across the country from east to west via bicycle the year after her walking trip with Davis.