+223.1%
BMNR vs WDAY
-25.6%
+248.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +0.2% | -5.2% | +5.4% | +2.7% |
| 30D | +39.9% | +5.9% | +34.0% | +34.4% |
| 3M | +51.5% | +42.3% | +9.2% | +18.0% |
| 6M | +18.9% | +34.7% | -15.8% | -5.3% |
| YTD | -7.8% | -13.5% | +5.7% | +64.9% |
| 1Y | -47.6% | -18.1% | -29.5% | -12.4% |
| All | +223.1% | -25.6% | +248.6% | +820.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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