+308.3%
NEM vs WDAY
+115.3%
+193.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +3.1% | -7.4% | +10.4% | +3.6% |
| 30D | +10.0% | +1.0% | +9.0% | +9.7% |
| 3M | +30.9% | +32.7% | -1.8% | +27.3% |
| 6M | +10.5% | +25.6% | -15.1% | +7.7% |
| YTD | +29.7% | -13.4% | +43.1% | +31.4% |
| 1Y | +71.1% | -19.4% | +90.5% | +74.3% |
| 3Y | +252.1% | -25.8% | +277.9% | +256.6% |
| 5Y | +157.7% | -31.1% | +188.8% | +155.7% |
| All | +308.3% | +115.3% | +193.0% | +269.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling