-25.7%
WDAY vs BEN
+56.8%
-82.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.6% | -4.8% |
| 7D | -6.1% | +4.7% | -10.8% | -7.3% |
| 30D | +3.7% | +2.6% | +1.1% | +2.9% |
| 3M | +29.6% | +11.5% | +18.1% | +25.5% |
| 6M | +23.3% | +35.3% | -12.0% | +12.0% |
| YTD | -13.3% | +48.6% | -61.9% | -23.3% |
| 1Y | -19.6% | +46.7% | -66.3% | -28.9% |
| 3Y | -25.7% | +57.0% | -82.7% | -41.8% |
| All | -25.7% | +56.8% | -82.5% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling