+603.8%
NEE vs WDAY
+307.5%
+296.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.6% | -0.2% |
| 7D | +1.9% | -4.4% | +6.3% | +2.4% |
| 30D | -2.2% | +14.7% | -16.9% | -3.7% |
| 3M | -1.2% | +32.4% | -33.5% | -4.5% |
| 6M | -8.6% | +36.9% | -45.4% | -12.5% |
| YTD | +6.2% | -8.8% | +15.0% | +6.4% |
| 1Y | +21.1% | -15.3% | +36.4% | +22.2% |
| 3Y | +36.4% | -21.2% | +57.6% | +36.6% |
| 5Y | +11.4% | -29.5% | +40.9% | +10.4% |
| 10Y | +250.0% | +120.0% | +129.9% | +210.3% |
| All | +603.8% | +307.5% | +296.4% | +500.4% |
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