-13.2%
WDAY vs BNS
+149.7%
-162.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.2% | +3.1% |
| 7D | +1.8% | +0.9% | +0.9% | +1.7% |
| 30D | +4.1% | +2.8% | +1.3% | +3.6% |
| 3M | -4.8% | +3.0% | -7.8% | -5.2% |
| 6M | +68.6% | +23.3% | +45.4% | +61.2% |
| YTD | -8.5% | +29.3% | -37.9% | -14.2% |
| 1Y | -12.1% | +41.7% | -53.8% | -20.7% |
| 3Y | -13.2% | +147.7% | -160.9% | -42.8% |
| All | -13.2% | +149.7% | -162.8% | -42.8% |
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 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