+1,119.4%
NBIS vs WDAY
-23.4%
+1,142.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.9% | +12.6% | +7.2% |
| 7D | +22.2% | -6.1% | +28.3% | +21.4% |
| 30D | +29.7% | +3.7% | +26.0% | +30.4% |
| 3M | +11.9% | +29.6% | -17.7% | +14.1% |
| 6M | +173.0% | +23.3% | +149.7% | +185.9% |
| YTD | +191.4% | -13.3% | +204.6% | +255.7% |
| 1Y | +280.7% | -19.6% | +300.3% | +378.0% |
| All | +1,119.4% | -23.4% | +1,142.8% | +1,434.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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