-13.5%
WDAY vs BNS
+52.0%
-65.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +2.9% |
| 7D | -1.2% | +2.0% | -3.2% | -0.6% |
| 30D | +6.8% | +7.8% | -1.0% | +9.5% |
| 3M | +17.8% | +11.7% | +6.2% | +23.2% |
| 6M | +57.8% | +28.2% | +29.6% | +73.7% |
| YTD | -6.0% | +34.8% | -40.8% | +4.3% |
| 1Y | -13.5% | +51.1% | -64.6% | -5.7% |
| All | -13.5% | +52.0% | -65.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling