+618.1%
NEE vs WDAY
+308.8%
+309.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.5% |
| 7D | -2.1% | +1.8% | -3.9% | -2.3% |
| 30D | +8.6% | +4.1% | +4.5% | +8.2% |
| 3M | -0.3% | -4.8% | +4.6% | 0.0% |
| 6M | -8.9% | +68.6% | -77.5% | -14.6% |
| YTD | +8.3% | -8.5% | +16.9% | +8.4% |
| 1Y | +4.3% | -12.1% | +16.4% | +4.7% |
| 3Y | +70.7% | -13.2% | +83.9% | +68.7% |
| 5Y | +12.8% | -33.7% | +46.5% | +12.6% |
| 10Y | +287.2% | +137.4% | +149.8% | +241.8% |
| All | +618.1% | +308.8% | +309.2% | +511.8% |
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 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