+112.2%
WDAY vs BNY
+416.3%
-304.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.2% | -1.3% | -3.8% | -4.6% |
| 30D | +5.9% | -0.2% | +6.1% | +5.9% |
| 3M | +42.3% | +14.9% | +27.3% | +33.8% |
| 6M | +34.7% | +40.0% | -5.3% | +16.4% |
| YTD | -13.5% | +42.0% | -55.5% | -25.9% |
| 1Y | -18.1% | +56.9% | -74.9% | -32.7% |
| 3Y | -26.4% | +289.9% | -316.2% | -58.6% |
| 5Y | -30.6% | +259.2% | -289.8% | -60.5% |
| All | +112.2% | +416.3% | -304.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling