+282.6%
WDAY vs BNS
+230.3%
+52.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.3% |
| 7D | -6.1% | +1.8% | -7.9% | -6.9% |
| 30D | +3.7% | +4.5% | -0.8% | +1.1% |
| 3M | +29.6% | +15.8% | +13.8% | +19.2% |
| 6M | +23.3% | +31.5% | -8.2% | +5.4% |
| YTD | -13.3% | +28.6% | -41.9% | -25.4% |
| 1Y | -19.6% | +48.2% | -67.8% | -36.2% |
| 3Y | -25.7% | +130.8% | -156.5% | -54.7% |
| 5Y | -31.6% | +94.9% | -126.5% | -54.3% |
| 10Y | +109.9% | +179.6% | -69.6% | +11.6% |
| All | +282.6% | +230.3% | +52.3% | +81.5% |
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