+37.1%
NEE vs WDAY
-25.5%
+62.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.3% | +0.3% |
| 7D | +1.1% | -6.1% | +7.2% | +0.9% |
| 30D | -0.2% | +3.7% | -3.9% | -0.1% |
| 3M | +0.5% | +29.6% | -29.0% | +1.4% |
| 6M | -6.5% | +23.3% | -29.9% | -5.0% |
| YTD | +6.7% | -13.3% | +20.0% | +10.0% |
| 1Y | +23.6% | -19.6% | +43.2% | +27.7% |
| 3Y | +37.1% | -25.7% | +62.8% | +35.5% |
| All | +37.1% | -25.5% | +62.6% | +35.5% |
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