+302.1%
WDAY vs BN
+530.4%
-228.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.2% |
| 7D | -4.4% | -2.5% | -1.9% | -3.1% |
| 30D | +14.7% | -9.5% | +24.2% | +21.0% |
| 3M | +32.4% | -10.4% | +42.8% | +40.2% |
| 6M | +36.9% | -6.4% | +43.2% | +40.1% |
| YTD | -8.8% | -11.9% | +3.0% | -3.8% |
| 1Y | -15.3% | -8.6% | -6.7% | -12.7% |
| 3Y | -21.2% | +77.6% | -98.8% | -46.1% |
| 5Y | -29.5% | +37.0% | -66.5% | -44.9% |
| 10Y | +120.0% | +266.4% | -146.4% | -6.4% |
| All | +302.1% | +530.4% | -228.3% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling