+290.7%
WDAY vs BN
+573.2%
-282.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -3.4% |
| 7D | -4.0% | +3.6% | -7.6% | -6.0% |
| 30D | +1.9% | +15.9% | -13.9% | -6.0% |
| 3M | +5.9% | -2.3% | +8.2% | +6.8% |
| 6M | +48.8% | -8.4% | +57.2% | +54.4% |
| YTD | -11.4% | -5.9% | -5.6% | -10.1% |
| 1Y | -15.5% | -5.6% | -9.9% | -14.6% |
| 3Y | -15.6% | +104.2% | -119.9% | -46.4% |
| 5Y | -35.2% | +35.5% | -70.7% | -49.2% |
| 10Y | +123.9% | +285.2% | -161.4% | -7.5% |
| All | +290.7% | +573.2% | -282.6% | +26.6% |
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