+245.4%
NEE vs WDAY
+114.2%
+131.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -1.9% | -10.5% | +8.6% | -0.6% |
| 30D | -3.1% | +2.1% | -5.2% | -3.7% |
| 3M | -2.4% | +34.6% | -37.1% | -6.7% |
| 6M | -8.6% | +29.9% | -38.5% | -12.8% |
| YTD | +4.9% | -13.8% | +18.8% | +6.2% |
| 1Y | +19.4% | -18.3% | +37.7% | +21.5% |
| 3Y | +34.9% | -26.2% | +61.0% | +36.3% |
| 5Y | +11.0% | -30.8% | +41.8% | +10.2% |
| All | +245.4% | +114.2% | +131.2% | +195.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling