-30.8%
WDAY vs BNS
+92.5%
-123.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -10.5% | -2.2% | -8.4% | -9.7% |
| 30D | +2.1% | +4.5% | -2.4% | +0.1% |
| 3M | +34.6% | +14.9% | +19.8% | +25.8% |
| 6M | +29.9% | +32.5% | -2.6% | +12.5% |
| YTD | -13.8% | +28.6% | -42.4% | -24.6% |
| 1Y | -18.3% | +48.4% | -66.6% | -34.3% |
| 3Y | -26.2% | +130.8% | -156.9% | -55.5% |
| 5Y | -30.8% | +94.8% | -125.6% | -50.4% |
| All | -30.8% | +92.5% | -123.3% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling