+112.2%
WDAY vs BNS
+188.9%
-76.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | 0.0% |
| 7D | -5.2% | -0.4% | -4.8% | -5.0% |
| 30D | +5.9% | +3.5% | +2.5% | +4.0% |
| 3M | +42.3% | +14.1% | +28.2% | +32.7% |
| 6M | +34.7% | +33.8% | +0.9% | +15.4% |
| YTD | -13.5% | +29.5% | -43.0% | -25.1% |
| 1Y | -18.1% | +48.4% | -66.5% | -34.0% |
| 3Y | -26.4% | +129.6% | -156.0% | -53.7% |
| 5Y | -30.6% | +96.1% | -126.7% | -52.7% |
| All | +112.2% | +188.9% | -76.7% | +16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling