-35.3%
WDAY vs BEN
+32.3%
-67.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -5.3% | +7.2% | -12.5% | -8.2% |
| 30D | +1.5% | +14.1% | -12.6% | -4.2% |
| 3M | +5.5% | +9.9% | -4.5% | +0.8% |
| 6M | +57.4% | +17.4% | +40.0% | +45.4% |
| YTD | -11.0% | +57.3% | -68.3% | -28.4% |
| 1Y | -15.8% | +66.9% | -82.7% | -34.1% |
| 3Y | -16.9% | +85.7% | -102.6% | -42.1% |
| 5Y | -35.3% | +31.2% | -66.5% | -48.3% |
| All | -35.3% | +32.3% | -67.6% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling