+113.3%
WDAY vs BN
+257.9%
-144.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.9% |
| 7D | -7.4% | -3.0% | -4.4% | -5.9% |
| 30D | +1.0% | -13.0% | +14.0% | +8.7% |
| 3M | +32.7% | -15.2% | +47.9% | +44.6% |
| 6M | +25.6% | -5.9% | +31.5% | +28.3% |
| YTD | -13.4% | -15.8% | +2.4% | -6.4% |
| 1Y | -19.4% | -12.2% | -7.2% | -15.2% |
| 3Y | -25.8% | +72.2% | -98.0% | -48.0% |
| 5Y | -31.1% | +33.2% | -64.3% | -45.2% |
| 10Y | +113.3% | +264.7% | -151.4% | -5.9% |
| All | +113.3% | +257.9% | -144.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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