-31.6%
WDAY vs BN
+35.3%
-66.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -3.5% |
| 7D | -6.1% | -1.2% | -4.9% | -5.4% |
| 30D | +3.7% | -10.9% | +14.6% | +10.3% |
| 3M | +29.6% | -11.1% | +40.7% | +37.8% |
| 6M | +23.3% | -4.4% | +27.7% | +24.9% |
| YTD | -13.3% | -14.1% | +0.9% | -7.1% |
| 1Y | -19.6% | -11.1% | -8.6% | -16.0% |
| 3Y | -25.7% | +75.6% | -101.2% | -50.6% |
| 5Y | -31.6% | +35.8% | -67.4% | -47.6% |
| All | -31.6% | +35.3% | -66.9% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling