+70.7%
NEE vs WDAY
-12.7%
+83.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.1% |
| 7D | -2.1% | +1.8% | -3.9% | -2.0% |
| 30D | +8.6% | +4.1% | +4.5% | +8.8% |
| 3M | -0.3% | -4.8% | +4.6% | -0.4% |
| 6M | -8.9% | +68.6% | -77.5% | -6.5% |
| YTD | +8.3% | -8.5% | +16.9% | +11.7% |
| 1Y | +4.3% | -12.1% | +16.4% | +7.5% |
| 3Y | +70.7% | -13.2% | +83.9% | +72.0% |
| All | +70.7% | -12.7% | +83.5% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling