+303.5%
WDAY vs BNS
+232.2%
+71.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.2% | +3.1% |
| 7D | +1.8% | +0.9% | +0.9% | +1.3% |
| 30D | +4.1% | +2.8% | +1.3% | +2.5% |
| 3M | -4.8% | +3.0% | -7.8% | -6.8% |
| 6M | +68.6% | +23.3% | +45.4% | +49.3% |
| YTD | -8.5% | +29.3% | -37.9% | -21.7% |
| 1Y | -12.1% | +41.7% | -53.8% | -28.6% |
| 3Y | -13.2% | +147.7% | -160.9% | -49.2% |
| 5Y | -33.7% | +79.4% | -113.1% | -53.8% |
| 10Y | +137.4% | +188.5% | -51.1% | +23.4% |
| All | +303.5% | +232.2% | +71.3% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling