-26.6%
WDAY vs BNS
+129.0%
-155.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -10.5% | -2.2% | -8.4% | -10.2% |
| 30D | +2.1% | +4.5% | -2.4% | +1.5% |
| 3M | +34.6% | +14.9% | +19.8% | +30.9% |
| 6M | +29.9% | +32.5% | -2.6% | +21.2% |
| YTD | -13.8% | +28.6% | -42.4% | -19.2% |
| 1Y | -18.3% | +48.4% | -66.6% | -27.8% |
| All | -26.6% | +129.0% | -155.6% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling