+111.5%
WDAY vs BEN
+56.7%
+54.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | -10.5% | +0.3% | -10.9% | -10.7% |
| 30D | +2.1% | +0.9% | +1.2% | +1.7% |
| 3M | +34.6% | +9.2% | +25.5% | +30.1% |
| 6M | +29.9% | +36.8% | -6.9% | +15.1% |
| YTD | -13.8% | +44.4% | -58.2% | -25.1% |
| 1Y | -18.3% | +45.8% | -64.1% | -29.4% |
| 3Y | -26.2% | +52.5% | -78.7% | -39.1% |
| 5Y | -30.8% | +37.7% | -68.5% | -42.0% |
| All | +111.5% | +56.7% | +54.8% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling