+51.1%
NEM vs WDAY
-14.6%
+65.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.9% | +10.1% |
| 7D | +3.7% | -1.2% | +4.9% | +3.5% |
| 30D | +2.0% | +6.8% | -4.8% | +2.7% |
| 3M | +21.1% | +17.8% | +3.3% | +24.1% |
| 6M | +9.5% | +57.8% | -48.3% | +18.5% |
| YTD | +19.1% | -6.0% | +25.1% | +32.5% |
| 1Y | +51.1% | -13.5% | +64.6% | +67.3% |
| All | +51.1% | -14.6% | +65.7% | +67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling