+287.9%
WDAY vs BN
+564.1%
-276.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | 0.0% |
| 7D | -4.6% | +4.3% | -8.9% | -6.8% |
| 30D | +1.2% | +14.3% | -13.1% | -6.0% |
| 3M | +2.6% | -4.1% | +6.6% | +4.4% |
| 6M | +47.8% | -9.7% | +57.4% | +54.4% |
| YTD | -12.1% | -7.1% | -4.9% | -10.1% |
| 1Y | -17.1% | -7.4% | -9.7% | -15.3% |
| 3Y | -17.9% | +102.3% | -120.2% | -47.6% |
| 5Y | -35.1% | +35.9% | -71.0% | -49.2% |
| 10Y | +130.1% | +289.2% | -159.0% | -5.6% |
| All | +287.9% | +564.1% | -276.2% | +26.7% |
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